I have a pellet grill and absolutely love it. Mine is about 8 years old now and they have come a very long way! If I could (wife says I have to many toys already) I would have a gas grill also. Sometimes is just easier to cook burgers, fajitas and steaks on. But if I had to pick, I would go pellet.
I have not hunted out that way. But have hunted in NM for antelope. OnXHunt worked great! I really recommend it if you are close to public and private land. A great set of binoculars and a well sighted in rife is also top on the list!