Gas inserts are the perfect option for renovators or a homeowner who wants radiant heat and warm air in their home and are just not getting that from their current wood burning fireplace. This option is a retrofitted wood-burning fireplace that uses gas. They are less expensive than the fully built-in gas fireplace and sit inside a metal box that is inside another larger box that will slide into your fireplace.
An insert will produce a lot of radiant heat by heating up the space between the two metal boxes and emitting heat from its firebox. They are much more efficient than wood-burning and some options will come vented or non-vented. Typically this is mid-range price-wise and you will need an already existing chimney to install one of these.
These have the same mechanics/set-up, but are built into your wall and do not need an existing fireplace or chimney to be installed. Venting is done thorough an exterior opening in your wall, or can be vent-free. Ventless gas fireplaces exhaust into the room.
The great news is both provide ample heat, however, generally a built-in fireplace will deliver more BTU's than a gas insert. In this case it may be worth considering the size of your room and the amount of heat you are interested in.