Luckily the days when you had to splash out top dollar for a new pellet grill are behind us. Brands like Pit Boss, Z Grills, and Green Mountain Grills all produce a range of affordable options. If you want a full-featured grill that compares with Traeger and Camp Chef, the Z Grills 700D4E is great value. If you want something sub $500, then Z Grills 450B fits the bill, although you'll give up a little size.