I have a wood stove in my yurt and a pellet stove in my home.
As someone who has both, I would think that a wood stove would work better. A pellet stove is a forced air type heater (most of them anyway). A wood stove is a radiant type heater. Most yurts come with a reflective type
as part of their package. This is perfect for radiant heat.
Forced air
works great in situations where you have rather air tight insulation. Generally this is not the case in most yurts, nor is it desirable (search for mold issues on this site for example).
Pellet stoves require electricity to run and are also higher maintenance than some might imagine. Depending on your model, you will be cleaning your stove every 5-10 bags of pellets. You also have to deep clean the stove after every ton of pellets or so (50 bags). Pellet stoves can go out, just like wood stoves can, especially during shoulder seasons when you have it set for a low temp.
Wood stoves require some work too, mostly in getting the fuel and keeping it dry, however you can usually use fuel locally, if not right from your own lot.
If you are getting a radiant type pellet stove, then it could be better than a wood stove, but I have only had experience and knowledge of the forced air type.
Hope that helps!