If the wall where the fireplace is going is an outside wall you can have a Balanced Flue or Power Flue Gas Fire. These fires expel fumes horizontally outside rather than vertically into a flue or chimney.
Another more recent option are Flueless Gas Fires. Flueless appliances incorporate the latest in gas technology using a catalytic converter which the combustion gases pass through converting carbon monoxide into harmless carbon dioxide and water vapour. The result is an appliance which is 100% efficient and is fully tested and approved to meet all current relevant safety standards.
There are minimum room size criteria to meet and ventilation requirements in order for the appliance to work safely together with a gas supply.
Finally, Electric Fires are extremely popular due to the large range of designs and convenience. The latest range also incorporate ultra realistic flame effects and installation is often as simple as placing it where you want it and plugging it in!