This is the second season i've had my pellet stove, and i've not had any problem with smoke, smell, or a cloged chimney/exhaust.
Mine sits in the corner of my living room, the exhaust sticks right out the back and thru the wall.. there's a 'T' on the outside so every once and awhile you just open the bottom of the T to clean the stack.. but it rarley has much of anything to clean out.
The only possible way smoke could get into the room with my stoves design is if the door were left open, or the "seal" for the door were to go bad.
The fire is inside the stove, and it sucks the air from outside.. so the only way any flamable fumes could get to the flame would be if they got sucked in from the outside air, or if the door seal went bad. No way i'd buy a unit that didn't use outside air for the intake.
The stove pipe I used with my stove was bought in a kit at the same time I bought the stove.. it's this twist and lock stuff.. I don't know about triple wall, but it's definately double wall.. even when the stove has been running for days, the outside of the stovepipe is not hot to the touch.
The wood pellets burn far more efficiently than seasoned firewood, and even when burned in a traditional fireplace produce far less smoke.. mainly because the moisture content is way lower.