I've got both a pellet smoker, Green Mountain Grill, and a propane smoker, 
Masterbuilt two door. 
My experiences. The propane pit needed many mods to make it user friendly. Biggest was temp control. Even on low, the temps would be 300* +.  A needle valve solved that issue.  But keep a low temp of 175* as not a " fat out” my sausages caused another issue. Couldn't get the chips hot enough to smolder. Hotter cooks,225*, wasn't too bad, but a pan of chips didn't last long. Fixed that with the mailbox mod and a a-maz-n smoke tube.  Still had to keep on my toes to regulate temps.  Cooked a lot of great Q on it, and learned a lot. 
Pellet smoker.  Can't do sausages like summer sausage, at least on mine. 
Temp control. Simple. Love it.  Less smoke flavor, but again, the a-maz-n smoke tube fixed that. 
I get my pellets from lumberjack. Buy a ton at a time and split with a few friends. Comes out to under ¢.30 a pound.  All pellets are not created equal.  Most are 100% hardwood, but are a base wood,70%, and the flavor wood of 30%.  
Then there's 100% flavor wood. Like lumberjack or cooking pellets. Better BTU's and more smoke flavor.  
Still use my 
masterbuilt, but mostly as a cold smoke cabinet.