Central heating as we know it is certainly easy: Set the thermostat up or down and change a filter now and then. Wood pellet fireplaces aren't quite that labor-free. You'll need to keep the feeder full, which probably means loading pellets once a day.
That also means you'll have to buy pellets on a regular basis. You can find them at large hardware retailers and at some farms and garden merchants. Finding pellets may not be a problem in cities, but those who live in more sparsely populated areas may have a challenge. You'll probably want to talk to your local stores before you invest in a wood pellet fireplace to be sure you'll have a steady source of pellets as needed.
Wood pellet fireplaces also need frequent cleaning for safety and efficiency. Some companies recommend light cleaning daily and more thorough cleaning twice a month.