I use a natural gas Weber BBQ and would never switch. The convenience factor, as many have stated, is one of the big ones. I've only ever had a problem with temperatures when it's REALLY windy out; I BBQ in -15 or -20 quite frequently with no problems. If it's windy though food near the back (where the vent is) can be undercooked.
Honestly though, there's very little you need to cook on "high" that I can think of. If you one of those people that does your meat on high try it on medium for a while, you won't switch back.
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