If properly sized, or designed for condensing flue gases (i.e., high end metallurgy for the exchanger), these provide very comfortable heat. One drawback: lack of a central humidification point, so you may want/need a separate humidifier in winter.
If undersized and the exchanger is regular steel or cast iron, cold returning water can cause the H2O in the flue gas to condense, dissolving some of the CO2 to form acidic condensate and thus premature exchanger failure.