I'm looking for a wood boiler or fireplace insert also. I wouldn't mind having coal, wood, and oil all together. Oil just as a fully automated last resort.
I like burning wood because I have literally hundreds of oak on my property, and probably have enough come down naturally each year to last all heating season. I got about a cord out of two small trees that came down in a storm, and I still have a monster 2' and a half dozen 8-10" laying out there to buck and split. Plus, I have a shipping/receiving place near one of my job sites that constantly throws out pallets. I can burn the pallets and eventually have enough steel nails and staples to make money at the scrap yard, too.
Two key appeals to me for wood is that it's easy for my wife to keep filling if the coal boiler has a problem while I'm at work or out of town, and it's abundant. I know coal is cheap compared to oil, but free is even cheaper...
But, I haven't put my coal boiler in yet... If I can heat all season on $300 of coal, I'll be very, very happy with that.