I just used a real small speaker wire for the thermostat. If your are mounting it really close to a wall, the back of the stove, you might want to consider piping in fresh air to the intake pipe. I've got mine about 6" from the wall and it's gets plenty of air. I doubt that cold outside air would make any difference and that's just another hole to drill.
$400+ plus, yep that's why I was looking for a used one. The local dealer here made me a heck of a deal on a new one so I've got one coming. There is A LOT of markup on those parts.