We have lived in a thatched house for 11 years.
You are allowed to have a woodburner but there are rules about chimney height. When we installed ours, we also had to have the chimney extended slightly. For insurance purposes you must have the chimney swept once a year, which costs about £60.
Ask a local thatcher to give you a quote on how much a replacement would be. It depends on how big the roof is, obviously.
Insurance is more expensive, ours is £100 per month, for a 3 bed detached, I'm not sure how that compares to non thatch. The NFU is great for insuring thatches, a lot of companies wont insure them.
We've loved living here, it is a picture postcard home, every time I walk in the gate I get a lovely feeling. It obviously is slightly more expensive but if you can afford it, why not?
We're moving and we will miss it. We have been looking at thatched houses when house hunting, but cant find one so far.