Let's talk about "burning" ... wood, coal, oil, etc., while keeping in mind, "The solution to every problem, creates another problem".
When I was growing up, the first home heat, which I can remember was a single kitchen coal stove. The doors to the rest of the house were kept closed, because the other rooms had no heat! The bathroom was right next to the kitchen. The other option, was to have more than one stove, e.g. several parlor stoves.
Next, we got a hand fired coal boiler and steam radiators. This was a big improvement, as now the whole house became useable. ... maybe a little chilly in one corner or the other. Plus, those drafty single thickness windows were now a problem. .. add storm windows. While we are at it, better get some insulation blown in to the 200 year old house. (I'm talking about 60 years ago. No TV, only a crank telephone and radio.) Sometimes the "bucket-a-day" was hooked up, sometimes not.
We had to build a bigger coal bin, as well as haul coal or have it delivered. The hand fired coal boiler worked pretty good. It was a bit dusty ... well, maybe more than a "bit". We had to run down to the cellar to fix the fire and adjust the draft, etc.. ... and clean out the ashes. Later, it was fitted with a thermostat. Finally, it got an oil burner stuffed into the boiler.
When I took up house keeping, it was with an oil boiler and hot water baseboard. I cut a couple of pick-up loads of wood for the fireplace. Nice! Then oil got expensive! So, I would have a whole truck load of logs delivered, to cut up and split for the newly acquired Efel and old chunk stove. Enough of that! Wood boiler to add-on to the oil boiler. Get bigger loads of wood. Build a wood shed. New chain saw, etc.. Then, I got into the solar business and added a solar domestic water heating system.
Next, I move in here. Build an addition with fireplace and basement flue for wood burner. Now you can jump over to my other thread http://www.nepadigital.com/bb/about2302.html
to read that story.
The bottom line is: You really have to take a look, at what is involved, with what your are proposing to do. Burning coal and wood, while possibly less expensive, are somewhat dirty, and take a fair amount of effort and can have other short comings. If you are planning on heating the whole house, get a unit designed for that, rather than trying to make a room stove heat the whole house, as I have attempted to do. Make sure that you can get the fuel you'll need and can get it to where you want it. Have a place to store it. Another thing, coal burning should be monitored on a regular basis. Are you up to it?