I recently purchased a green mountain grill pellet smoker. Very happy with it thus far. I'm not a super experienced smoker, but I researched these grills fairly extensively before my purchase. I'd be happy to try to answer some questions.
I work at a place that produces tons of sawdust that ultimately ends up in pellets. I'm not eating food cooked over the glues and crap that go up our dust system. The only thing that is filtered is metal because of the damage that it does to the grinding teeth. The same can be said for charcoal briquettes which is why I use only hardwood lump charcoal. That being said, I'm one of the BGE people that everybody on here makes fun of, so what do I know?
They pretty much rule the competitive BBQ circuit now.
Yoders some of the best, and American made for about the same price. Best heat control system. Highly recommended, but be prepared to wait a bit for one, they have a backlog.
I've done brisket, whole chicken, pork tenderloin, spare ribs and other random things like wings, chicken thighs, fish, and shrimp. I have been able to achieve execellent smoke rings every time. I've used different woods to create different flavors. To my palate, I taste plenty smoke. I'm also aware some experts (which I'm not) disagree. I'd take a pellet smoker over an electric any day. Lots of good resources here http://pelletheads.com