Ventless is a big mistake and in many place a code violation because it allows fumes to build up in the indoors and consumes indoor oxygen levels. They should be outlawed altogether, but the manufacturers' lobbyists have prevented that.

If you enjoy a wood burning fireplace, that is certainly an acceptable alternative to ventless gas, and would probably be cheaper to put in place. Assuming the chimney is structurally sound, a new liner should run about $1K installed. That's just a guess. Get several estimates and ask around for recommendations because you need to make sure your installer is competent and honest.