I have ventless gas fireplaces, and they were great at first - took the chill off of a room quickly and saved us a bunch on our gas bill. Now, the gas company has added some new kind of "stink" to the gas, and whenever we turn on the ventless it stinks up the room. The other issue is to keep an eye on the humidity when using a ventless, as they put extra moisture in the air. They are really meant just for supplemental heat, not primary heat. A vented fireplace usually involves a smallish pipe through the wall, but you should check out the specs before buying.