What is supposed to be heated with it? Or how much heat do you need? New building or old building? Which heating system (radiators or underfloor/surface heating)?
Pellet heating systems are relatively expensive to purchase. They tend to have a more complex setup. You need a storage room for the pellets and a conveying system (auger or pneumatic conveying). The price of the pellets, thus the maintenance costs, is not very cheap now. You need a chimney sweep who approves everything and comes regularly for inspection. Depending on the source of the pellets you obtain, this can be more or less sustainable. I wouldn’t even start with bags. Tendentially way too expensive (small packages) and a lot of plastic waste and more work. Normally, you order them by truck and then the storage is filled.
What makes you tend towards pellets?
In an uninsulated old building, I can maybe understand the decision. In a new building, a pellet heating system would never be an option for me.
I know two people who have one. Both are generally quite satisfied. One has occasional minor to medium problems. But both say it was quite expensive in terms of purchase costs and in terms of running costs it is at least not cheaper than another heating system.