They're mostly ok, as in most of the one's I've installed and most of the people I know that have them, like'em.
But there are a few people that swear they can smell the fumes and swear that they suck up the oxygen so they have a hard time breathing.
Personally, I don't have one, but I wouldn't hesitate about installing one, because I've seen them work and and work good, especially the ones with the remote control thermostat and especailly during a power outage.
I don't know if it's well founded, but many very knowledgable people yell excitedly to stay away from ventless! They swear not safe. I have one in my remodeled basement room and it works good. Turns out it is NOT LEGAL in my city. Maybe you should study a bit more about it.