I think the biggest pro of a DH is the dry heat versus the moist heat produced by the buddy's catalytic heating process. I tend to see most of the knock off Chinese DH's there will some "assembly/modifications required" but tend to work fairly well of the box, if you chose the name brands like Webasto, Heatso (Espar & Eberspacher), or Propex (Propane versus Diesel version) you will be paying substantially more as they are 100% ready to use, built to last, most are waterproof, and backed by long standing companies with warranty. It really comes down to your preference and price point.
In addition, search around in the forums here, you will find lots of folks builds on the Chinese DH's, that may shed some light on how they function out of the box.
Check out this thread also
Diesel Heater?
Good installation tidbit on this thread
Diesel Heater Exhaust Recommendations.
Hope this helps!