Mobility of the pit is a great advantage when entertaining.
I mean if you have a breeze in the wrong direction and the smoke is blowing to the area where the guests are, or one of those swirling types, your guests are smoked out.
I'd personally go with a non-permanent set up.
But if you're set on it being built in, make sure you consider your predominent wind direction in the setting of the pit.
just my .02 cents