I installed a natural gas fireplace insert about 10 years ago. At the time, I was looking to install a wood burning insert (or pellet insert). Looking at the cost of the various fuel sources at that time on a BTU output into the building basis, what I learned was that pellets AND purchased cordwood are just as expensive as natural gas as a fuel source for a fireplace insert. The only fuel source less costly is free (or nearly free) cordwood that comes from you property or that you can scrounge.