I also considered pellets. There were some practical problems, such as the amount of space needed to store them is high since they are not very dense, I wasn't convinced an auto-feed mechanism would work reliably for the expected lifetime of a burner, and there seemed to be a lot of dust involved in having a large delivery.
The cost seemed fine, but I thought the price of pellets might go up once there was more of an installed base.
I really wanted pellets to be a good choice but in the end there were just too many drawbacks and uncertainties. Perhaps if reasonably-priced equipment to make your own pellets were available I would have taken a different view.
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