I went to a pellet stove in 2017, after a lifetime of burning wood. For only one reason - firewood was getting difficult to get here in northern Nevada. For 10 years I was buying my firewood in Burns, Oregon (nearest region with large forests), making a 480 mile round trip to get a load of wood. Then even that source was drying up. Most forests here in the west are on public land run by the Federal government and they issue permits to cut wood. Depending on who is in office in Washington, permits can be difficult to get.
Anyway, after a bunch of research, talking to people who owned pellet stoves, etc., I ended up installing a Harman P68 pellet stove. So far, it has been trouble free. My observations:
As someone said above, the biggest change I had to get used to was no continuous heat . The stove is controlled by a thermostat so the stove will come on and then turn off. When it turns off heat is gone immediately - especially if you have a ceiling fan to move air around the house, you will feel that loss of heat. I was so used to a warm stove providing constant heat that this hot-then-cold cycling was (and still is) hard to get used to. Temperature in the house can change by 5 degrees before the thermostat turns the pellet stove back on.
Noise. A wood stove is essentially silent. A pellet stove has 3 motors and the distribution fan especially is very audible, at least on my Harman. But then I'm used to a very quiet house. I don't have a TV or stereo going all the time and when the pellet stove turns on I can hear it and find the noise annoying.
Power. Whereas a wood stove needs no power, a pellet stove will not work without electricity to run the motors, especially that noisy fan that blows out the hot air. Area where I live has a lot of power outages and when the power goes out the pellet stove shuts down. I ended up porting power through the house wall so I could put a generator out on my deck to run the stove during power outages. Better than running a cord through a door or window and letting out what heat there was!
Cleaning. The Harman tells you to scrape the burn pot (part where the pellets burn) daily. But that takes only a minute. Once a week they recommend a general cleaning and emptying the ash pan if needed. Burning premium wood pellets (yes, there are several different grades of pellets) produces very little ash. After a season I may have a five gallon bucket of ash. It is necessary to clean the flue only once per year - and then all I get is perhaps a quart of very fine dust. No creosote.
Speaking of flue...I believe all pellet stoves take either a 3" or 4" flue. My house had a 8" flue for the wood stove and all I had to do was buy an 4" to 8" adapter to connect the 4" flue. I run 4" up to the ceiling of the house, the rest through the roof is the 8" triple wall that I used with the wood stove.
At least around here, wood pellets come in 40 lb bags so you'll still be handling that much weight and having to lift it up and pour the pellets into the hopper on top of the stove. Of course, you can always break apart a bag and scoop the pellets into a pail if you need to handle less weight. The wood pellets need to be kept absolutely dry! If they get wet, they disintegrate and are useless (won't feed through the stove). I buy my wood pellets by the pallet - 50 each 40 lb bags on each pallet, so 2000 lb (1 ton) per pallet but I have a way to handle and store the full pallets where they will stay dry. All the farm supply stores around here carry wood pellets - and I see Home Depot and Lowe's advertising them in Reno. I just bought my next season's supply - price was $7.50 a bag. Most winters I burn about 3 pallets (150 bags) but of course that will vary depending on how the winters are in your area.
If I had to do it all over again I'd try to figure out a way to have both the wood stove and pellet stove. That way during the really cold times I could have the constant heat of the wood stove to supplement the pellet stove. Flues for pellet stoves are easier to install than a flue for a wood stove.