Selecting a Built-in
The first reason why you should consider a pellet grill as your built-in grill is based in the advantages of this style of cooking. Pellet grills burn real wood. That produces real smoke. Because of their ability to hold low cooking temperatures, they make great smokers, as well as good grills. In the Built-in Category, there isn't a lot choose from so far, but as the market expands, I'm certain that other manufacturers will begin adding these to their product line up.
When considering a built-in pellet grill, it is important to consider their layout. The two units from Memphis grills have rear mounted pellet hoppers (where the wood pellets are added and stored), this means that they must be accessible from behind. This can be something of a design limit, but these are the best built-in pellet grills on the market even considering this limitation and their high price.
More: Pellet Grills by Price
As with any built-in grill, pellet cookers need to be mounted into a solid, fire-proof enclosure. They require electricity so that enclosure must be wired for power and have all the the standard electrical safety concerns for outdoor installation considered. Since they do not require gas, this is a way of avoiding extra plumbing when building an outdoor kitchen.
It is worth noting that pellet grills are more expensive to operate that gas grills. Wood pellets can be expensive, though with the growing popularity of this style of cooking, they have become easier to find. Natural gas, which is the fuel of choice for built in gas grills is relatively cheap, in fact it is the cheapest fuel for outdoor cooking. Gas, of course, doesn't provide flavor, however, wood pellets do.