If I were you I would call around to some of the material yards in you area many times stone and gravel yards sell coal. There is a craigslist add for lump coal however I think its down in the Charleston area.
Bramhi in Wellston OH, has lump $100/ton, egg $85/ton, and pea stoker $100/ton they load you. I buy stoker coal from there and it burns a little different each time, the lady at the scalehouse said they get there coal from waterloo coal company.
However you are about as far from there as you are from Oxford Reclamation near New Lexington OH, they have run of mine coal for $75/ton there and they will let you hand pick your coal, so you don't get as many fines. Every time I got coal from there it burned great. They mine the coal on site and I think they work the same seem so its pretty consistent. I highly recommend this coal but, is looks like there are no direct routes there from your area.
If you just want to burn coal on the really cold nights you might "get by" with a wood stove, but coal makes a lot more ash per volume of coal when compared to the same volume of wood. So if you don't have a stove that has a cast iron grate and a ash pan you will have a lot of trouble. A warm morning of the largest size you can get ahold of would be the "best least expensive" option to burn soft coal.
P.S. don't be afraid of soft coal it's not a uncontrollable beast. Most of the members here burn anthracite and have tried to burn bituminous coal like its anthracite and they have problems cause bit burns a lot like wood.