Like anything in this world, easy cheap routes have there draw backs.
Positive things about flueless gas fires are relatively cheap and easy to fit.
Negative things are; you require lots of permanent ventilation which must never be blocked up. They require very detailed combustion analysis when fitting and servicing, which is time consuming and therfore expensive in the long term. You should have a CO alarm as a just in case, which highlights there is an increased risk if it were to go wrong. You will have a greater moisture content in the room.
They are designed for occassional use only, not your primary source of space heating, so this also needs to be taken into account.
The manufacturers have had these fires passed and they are suitable, but many installers feel uneasy about installing them, as they nrmaly take the wrap if anything should go wrong.
Taking into account all of the above, personaly I would consider other types of fire before going ahead with this type of install.
Foot note: We encourage all gas consumers to have a CO alarm fitted.