I have an older Whitfield in my house and it's paid for itself several times over. Heat the whole house with it. Like said above, get the "Premium" pellets for less ash and cleaner/hotter burn. Some people around here will mix in corn with their pellets, but corn has a tendency to leave "clinkers" in your burn box and I don't like that.
They have a powered intake and exhaust so it does need some clearance from a wall for the intake, as well as a a few inches for heat concerns but for the most part you can touch them anywhere but the front when it's running. You'll want to use the triple wall pipe for exhaust and a "through wall thimble??", the exhaust pipe does get hot. There will be a considerable amount of ash coming from the exhaust as well, so light colored siding/gutters does not fare well and should be washed often to keep clean. A minute with the shop vac every once in a while is about all I do for maintenence during the winter, I'll oil the motors and clean the fans good after every season. Parts aren't cheap.... I broke the glass in mine last year and it cost $400!!! It's the one piece glass with 2 bends in it and the newer ones have gone to a 3 piece glass which is a much better idea. I had to a put a new control board in this year and that was $300, but the motors are all still original and I think as long as they stay oiled and clean they last quite a while. I can keep my house about 73 all winter and heat for less than it would cost to keep it at 68 with LP, and with this I get a nice warm floor.
I'd put one in my garage, but until they make a hanging unit..... I just don't have the room. The thought has crossed my mind to put one in the enclosed trailer though....