We do exactly as you describe. We use a propane furnace only in the spring and fall, like right now as a matter of fact. It isn't the most effecient way to go for our house but using the coal furnace now would be too hot for us.
But as soon as the temperature drops, it's coal all the way! Usually around the first week or two in November. Once we start the coal, we don't stop until spring. It's the only way I know to heat this big, drafty 150 year-old farm house.