If you go gas, you don't need Chimney, you will however need some kind of metal exhaust going out the side of your house where the fireplace will be located to exhaust all of the CO2 it produces. Something like this:
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If you don't have some type of exhaust your going to get a lot of CO2 in your house which is a very bad thing. Also if you go with a gas fireplace, invest in a CO2 alarm if you don't already have one, will be good to have just in case.