From my experience electric fireplaces are hazardous and woefully inefficient. 2 of the 6 that I have removed had large portions wire sheathing melted right off of them.
Wood burning fireplaces IMO are the best from a cost and ambiance perspective (provided you cut your own firewood
), but have to be refueled and do occasionally smoke.
Gas fireplaces are the easiest, mostly efficient and cleanest. Be sure to get a unit with a blower as mentioned earlier in this thread.