You might also look at some of the online dealers. I purchased a pellet stove last febuary from Stoves Direct.com. Good price and free shipping. I was planning on a self install in place of an existing woodstove so wasn't looking for any local dealership. It saved me a considerable ammount of money. Some key points you want to look at are heat exchanger efficiency vs BTU's burnt/generated. Some manufacturers arn't all that upfront with their numbers. In some cases they advertise the stove as producing 30,000 BTU's per hour when what they really mean is the fuel burnt is producing 30,000 BTU worth of heat per hour. The heat exchanger efficiency determines how much of this heat makes it into the room and how much goes up the exhaust. You can determine this by the ammount of fuel consumed per hour X BTU content of the fuel(about 8500 BTU/LB) X heat exchanger efficiency(usually between 70% and 85%). Ususlly the larger the number of heat exchanger tubes you have, the greater the efficiency. This is important to properly size the stove for your needs. Most of the stoves today will have a lo-med-hi setting and associated heat output values. Most stoves also don't like to be run on the high setting for extended periods of time so you need a stove that will meet your needs on low or medium output. This will also help you calculate how many pellets you need to buy to last the season. As mentioned, buy during summer and try to avoid buying last season's pellets that have sat out all winter
Look for a stove with the ash pan sealed inside the fire box IE: you have to open the front door to remove the pan. This design has fewer potential air leaks and will draw less warm air from the room to be sent up the exhaust. Pans in separate lower compartments with separate access have more joints to leak.
Make sure the combustion air inlet, usually a pipe fitting on the back of the stove, is plummed directly into the fire box. Some manufacturers draw air into the firebox from inside the stove enclosure(which is not airtight) and the external air fitting is just piped into the enclosure. These things consume a massive ammount of air which is how they burn so clean. Unless the inlet air is forced to draw from a pipe that leads outside the house, that combustion air will be drawn from the warm room and sent up the chimney. Removeing that warm air will create a negative pressure in the room and the warm air will be replaced by cold outside air through any air leaks you have around doors, windows ect. When I first started mine up, I did not have the outside air connection hooked up. The living room was actually cooler than it was with the wood stove as I was sucking the warm air out of the room near the source and pulling cool outer air from outside into the room through air leaks.
These things have 2 blowers and an auger motor and on high output can be quite noisy so that may have an impact on where you place it or how you operate it. One of the quietest stoves I saw operate was one called the "Mini" manufactured by a Canadian company called Enviro-Fire.
Pellet Freestanding Stoves It has insulation panels inside the side panels to help cut down on noise. They also have options for the combustion blower to be outside for even quiet operation.
Overall after a year I like the pellet. Less work prepping fuel and no wood mess or insects brought into the house as well as less ash taken out. It isn't the deep radiant heat that our small woodstove gave off, but it keeps the place warm.
Good Luck