Price: Pellet grills tend to cost more than traditional smokers, even when accounting for fuel savings. Cleanup: These grills come with a higher price tag, but you can also expect a much more involved cleanup process. If you have a less expensive grill, there's no need to worry about it overheating or burning out. The pellets are just simply thrown away, and the machine will run at a lower temperature for longer periods of time. Oven capability: Some pellet grills come with an attachment that will allow you to bake in them, but it is difficult to find a unit that allows you to roast your food in addition to the grilling you're already doing -- especially at high temperatures. Others have just flat surfaces where you can place or hang your food to cook it. Speed: Though the wait for a pellet grill to heat up and cook your food might be slightly longer than that of a traditional gas grill or charcoal grill, it's often still significantly faster. The tradeoff here is that as an integral part of the combustion process, you're going to have to let the pellets burn for longer.