They are often called grills, but, at the time of this writing, I consider them to be primarily smokers. Almost all of them cook with indirect heat and those that try to grill over direct flame don't do it well. If you love steaks, there are far better ways to cook them. But if you love smoked turkey, ribs, salmon, pork chops, brisket, and smoked foods, a pellet smoker may be the best solution available.

Well built and compact, this smoker and grill still has a 300 square inch cooking space, and is generally big enough to fit a small turkey inside, so it’s ample for six to eight people. It’s really easy to use, with an automated electric start, front mounted thermometer and idiot proof digital controls that make this so simple, an absolute beginner could walk up to it, have a quick play around and start cooking.
The Camp Chef SmokePro is probably the best pellet grill on this list by rating and by performance. It has a decently large area for cooking at 19.2 inches by 22 inches plus its smoking or warming rack is also 6 inches by 24 inches in size. This is one of the best pellet smoker for home use because of its combination of quality features that are never superfluous and works as advertised.
Who says bigger is always better? Our fourth contender to make it to our pellet grill review is the The Traeger TFB29LZA Junior elite grill. This petite pellet grill has been specifically designed to meet the needs of small households. Its small body makes it ideal for travelling and tailgating. It features a 300 square inch cooking surface. This pellet grill weighs just 60 pounds. You will get an LED digital, multi-position thermostat that comes with a 3 year warranty.
Aside from durability, a well-built pellet grill has another significant advantage: It will perform better. High-quality materials and good construction allow the grill to retain heat better, making it more efficient and providing better pellet consumption, even in cold weather. Furthermore, it's unlikely that a brand offering a cheaply made grill invested much time designing it to maximize airflow or engineering a control board that can hold a tight temperature.

Wattage – With the right amount of wattage by your side, you will easily reach the temperature required, and it will stay there provided that you are providing enough pellets for it to make use of. Anything north of 1200W will easily be able to cover all your requirements, but as a rule, it’s ideal to be sheltered than sorry, so it can’t hurt to purchase a unit with a bigger Wattage than you might suspect you’ll require.

One other thing to know about the wonder of pellet grills is that they come with pellet hoppers, varying in capacity from brand to brand, that accommodates and use the pellets you put it accordingly and automatically as per the heat setting, eliminating the need to refill the hopper manually so frequently. So throw on some lamb ribs on to those hot grills, and go enjoy some cold beer while the pellet grill does the rest for you! 
My wife and I purchased this over the weekend. Been wanting this grill for a while. $349.99 includes cookbook, 3 years warranty +costco visa warranty. They also had the lil tex and the other bigger grills at reasonable prices. Links are for the locations for their "roadshow" in order to capture the prices. Technically doesn't come with the cover but I convinced the rep to throw one in.
Pellet grills come in many different sizes with a variety of features. To take the top spot among pellet grills, the Camp Chef SmokePro DLX Grill offers the best combination of grilling space, heat control, and easy-to-achieve flavors that will create tasty meats time and time again. The grill makes cooking with pellets quick, easy, and enjoyable no matter how much skill you have on the grate.
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