I'm about as big of a pellet smoker fan as there is and over the past decade have had numerous different pellet grills on my back patio (double digits). To say that they are all the same, is like saying a kettle, a drum/barrel, and a kamado all produce the same results because they burn charcoal.
If you've only compared a Traeger to a CampChef as an example, it would be easy to believe they are all about the same. However, there are a lot of factors that determine the smoke profile that pellet smokers are capable of imparting. The biggest 3 things I've seen that have pretty sizable impacts on smoke profile are exhaust, drip tray design, and controller logic. The fire pot, might also play a factor, but I've only had a couple grills with much difference from the rest there. From my experiences, a rear exhaust seems to produce better flavor than a side stack. Any differences to the drip pan design the allow more smoke our all four sides up and/or up the middle give better flavor. Most of the mainstream pellet smokers have that solid pan from one side to the other only letting smoke flow around the front and back of the pan. Controller logic can pulse fans versus just on/off, cycle feed timings to have more smolder, etc.
From a comparison point of view, my first pellet grill was a Traeger Junior, it had a better smoke profile than several of it's followers (GMG, Traeger, CampChef, etc.) That's where I first realized the rear exhaust was likely beneficial.
The SmokeFire might actually have the best smoke profile of all pellet grills out there. My MAK is only a tiny notch behind it for what I've been able to produce, but without all the headaches of the Weber. Those two live on a different level than the others I've had. I'm not trying to say it's better than a stick burner or charcoal smoke profile. That's not really possible, because it's different. Charcoal especially is unique to my taste buds.
Now, for the perfect pellet grill for you, it's probably a MAK :loco: They are great grills. However, what's important first is to decide if you want a quality long lasting grill or more of a disposable grill. No judgement here on which you prefer, I've tried multiple of both. From there, you can break it down to things that I mentioned above as likely differentiators. I live where it gets cold too and use my grills year round. I haven't had a problem with any of them in the cold. The wind actually affects them more than cold. You will burn more pellets when it's cold or windy, and that varies based upon the construction of each. You just have to decide what you're willing to spend and how long you expect it to last. Traegers and CampChefs are fine cookers (with lighter smoke than others), but aren't likely going to last 10 years under regular/heavy use. MAK, Yoder, LSG, SmokinBros, etc. are going to last quite a long time if cared for. That doesn't mean any of them are guaranteed maintenance free, a part could fail on any pellet grill. But that latter group is no comparison construction wise to the mainstream stuff and most are 2-4 times the weight of the others too.
Once you get a pellet grill, we can talk about pellets :wink: Just like the grills, all pellets are not the same either. Many of the pellets out there are 70-80% oak. That's most of what's cheapest and in the box stores and includes most of the 'grill' branded pellets. Lumberjack, CookinPellets, and a few others actually offer some 100% species woods. Special Blends from many brands have no or far less oak base wood in them too.