Whether the stove is direct vented or natural vented (chimney or "class A"), the units efficiency is not effected. The benefit to a natural vent is that it is one less thing to go wrong. The down side to a "class A" system is the cost, generally in the $2k range, depending on whether the "class A" is going through a roof or through a wall. If going through a roof, how many floors, is an attic insulation shield required, roof pitch, do you need a roof brace kit? These are all thing that effect the price. A direct vent system is going to be in the $500 range, but will require a little more maintenance, though the maintenance is relatively easy. If you have the ability, I (and the stove manufacturers) would go with a natural vent.
Most of the stoker stoves sold are in the 80-90% efficiency range, which is very good, considering that most furnaces are in that same range.
If you have any more questions, let me know.