All pellet grills burn very cleanly after start-up.
They put off a thin blue smoke which gives the meat a perfect mild smoke flavour. Those who are used to stick burners will notice this difference. Stick burners put off a dark smoke that may impart a distinct and somewhat bitter taste to the meat. That flavour is because of the bark which may include harmful byproducts like creosote. Pellets do not contain bark.
That being said there are ways to get as much smoke flavor from your pellet grill as possible.
The lower the temperature at which you smoke, the more smoke flavour you will get. Low-and-slow is the name of the game!
The addition of a smoke tube or other smoke generating material may help those who are looking for a stronger smoke flavour.