hi
we are not keen on them has pumping fumes from a fire into a room goes against everything that we've ever learned you shouldn't do.
i know for a fact that british gas refuse to touch them. we do install them but we will only do so if the customer agrees to have a mains or batery operated carbon monoxide detector fitted at the same time.
saying that, they are very popular (thanks to b and q) if they were dangerous then the manufacturers wouldn't make them and the shops wouldn't sell them.
ease of installation really depends how near you have an exisiting gas supply. i.e. if you have no gas supply in that room and we had to run a new supply from the meter or from another room then it would cost more than actually installing the fire would. if by some miracle you had a gas supply right by where you want the fire then it would be a doddle.
on the down side, flueless gas fires do not give out much heat, and you have to by law have a 100cm2 airbrick installed in the room, which you will probably then moan is giving you drafts. also flueless gas fires cannot be installed in bedrooms.