I was in your shoes back in June. Gas grill needed to be retired and was deciding between a gasser or pellet grill. Had two associates with Traegers who answered a ton of questions and concerns, including cold weather grilling. They were too far away for first hand experience though.
Went with a PelletPro grill from Smoke Daddy and haven't regretted it once. Two biggest knocks on pellet grills from detractors; can't sear and not enough smoke. Work a rounds for both.
Grill grates noted before work great. But if you look at recent reports this is mostly for show - not necessarily taste. Many cooking articles now push for reverse searing.
The smoke issue - I agree with Westby on the over-smoked comment. If that's your taste supplement smoke output with a cold smoker. I have the Big Kahuna from Smoke Daddy attached to my grill. I also have an A-Maze-N tube that work great when I want a heavier smoke.
Beauty of the pellet grill; extremely versatile, no flare ups, simple operation and very efficient operating costs. I've cooked/smoked everything from brisket to ribs, lobster to scallops, salmon to cheese and even blue cheese stuffed olives.
Most important factor - A good controller or PID is critical. You want something that will maintain temp within a 5 deg swing. Not low, med, high. My PelletPro has an outstanding PID. Many of the other grills mentioned here do too -
RecTec, GMG, Blazen, Yoder...the list goes on.
Good luck with your search.