I have done some research on vent free gas use and I am not convinced that it is safe or smart, besides it introduces way too much water vapor into your house and this leads to condensation problems. Here is a good article that really made me stop to think... http://www.jlconline.com/jlc/archive/energy/vent/index.html
I know a lot of people and companies claim that vent free is fine, but in the real world people don't keep their equipment in perfect working order and they don't follow the instructions and only use the thing a couple hours a day. It is way to easy for these things to cause health problems or death or condensation. The whole concept is counterintuitive. Why not just go with direct vent? These "through the wall" chimneys are a piece of cake to install.