Going vented or ventless will depend somewhat on your 'health' and that of any other 'regular family members' and guests. Ventless systems can irritate anyone with sensitive lungs. Anyone with a breathing problem or allergy problem may have trouble staying in a house with a ventless system. In some cases, it needn't even be on that long for the effects to be felt. BUT, in your defense, if everyone is reasonably healthy, it's an option to consider. (I have no personal experience but personally, I'd go vented.)
As far as a vented system, you may be able to utilize existing infrastructure to get the job done. If you're replacing a fireplace with a vented heater, you may be able to use the existing stack to run a pipe to the outside. Otherwise, there's gonna be a need for a hole in the wall. Talk to the contractor about options. Other than that, wait to see what others have to say. I can't anything about brands.