Compared with charcoal and other wood-fired grills, pellet smokers are simpler and cleaner and easier, giving more control than traditional smokers. Wood pellets are dense, burn hot and smooth, and can be easily fed into the flame with an automatic auger, allowing for consistent temperature with minimal effort. Many modern smokers let you practically set it and forget it, thanks to their digital controllers. Pellet grills are also efficiently cheap, often using as little as 1lb of pellets an hour.
I have a Traeger Texas 34 Grill I purchased in January. It worked well for a short stint (1 or 2 sessions) and now will not get to the desired heating temperature, above 400. I have called Traeger and they have sent me multiple parts (2 new controllers/probes/fans) to replace in it, on my own time. Still not working. Upon calling them they said they could not send me a new grill because I purchased from Amazon. They said I needed to contact them. A $900 investment is essentially useless now. DO NOT BUY THIS PRODUCT.
The SG and ZG are not exactly the same though. Just from the pictures I can see that the bases are different. The SG has L-shaped legs and a bottom shelf while the ZG has square legs that are larger than the DLX legs but no bottom shelf. There were also different specs for many features. I took a picture of the ZG spec sheet at the store and compared it to the SG specs on the website and there are slight differences in capacities. For example ZG 3778 cubic inch - SG 4859, grilling area ZG 776- SG 811, hopper volume ZG 18 lbs - SG 22, ...

Got my Camp Chef Smoke Pro SE four days ago. My son and I put it together, it is a two person job because it's heavy. Seasoned it and smoked two chickens that turned out awesome! Today I have hamburgers on. Smoking on low smoke for half an hour, take them off and crank it to 450 put em back on and grill till done. Easy to use. Very happy so far. Just hoping it holds up!

You want longevity in a pellet grill: As the Traeger brand name has been around for a few decades, you can have some peace of mind that you’re purchasing a grill that should have replacement parts available for the foreseeable future. And Traeger grills tend to have good longevity ratings, working in top condition for several years, as long as you follow the manufacturer’s maintenance recommendations.
****Update 12/2014: So I finally found something negative to report. Today I was cooking 2 pork butts and a brisket and discovered that this grill does not do well with wind on a brisk day (It was 45 degrees here today). When set at 250 degree, the smoker could barely make it up to 190 degrees. I was able to bypass the problem by throwing a cheap moving blanket over the grill (an $8 fix) but I think it's worth noting.
Despite often being called “pellet grills,” they still cook via indirect heat, as opposed to flame, and are better seen as a smoker. They’re excellent for smoking briskets, chicken and turkey, salmon and other fish, but maybe not for steaks, as you won’t be able to get the same crispy, browned sear they call for, and that you can get with an open-flame grill.
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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.
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