Once you start paying more than $500, you’re looking at a big boy professional level machine. It’s going to be big enough that you don’t have to worry about having the neighbours over as well as the family. You’re also looking at more expensive sensors and thermostats, so you get a more consistent temperature, which leads to a much better end result, and there’s generally some sort of cleaning assist built in, which makes cleanup and putting it away at night so much easier.
Although these are marketed as grills, they do much more, including baking or roasting. Because they heat by convection, you might not get the grill marks that a gas or charcoal grill will give you, but you also won’t have the flame-up problems. While many pellet grills offer high cooking temperatures, the maximum depends on ambient temperature and wind. Many users wrap their grills in special insulating covers to help maintain heat, reduce fuel use, and reach the higher temperatures they desire.