Venting options for boiler Direct or Not?

Good to know it will fit! 800lbs wow... I guess that some are more.
I get my coal from the the chimney sweep energy corp. http://www.chimneysweepenergycorp.com 5.50 baged or something like 5.25 baged for 2400lb's. #40lb bags. I contacted Cornwall coal last year they are cheaper and deliver baged and bulk.

What can I expect to pay for a VF3k with water coil and aquastat controls? Around $4K ?

The VF3K comes with the Johnson Controls S350 as standard equipment. The hot water coil is optional. I paid roughly $4200 for my unit with the coil, about a year ago. I think my neighbor got his for about the same money, and the same dealer.

Is the Chimney Sweep a Harman Dealer? I bought my Vermont Castings stove from their store in NJ, about 20 years ago. They are still there selling stoves, quite an accomplishment since most stove dealers in this area don't last too long.

Power vent your existing system and use your chimney for the new coal boiler

A power venter uses a blower to remove the exhaust - direct vent systems use natural flow to exhaust while pulling in fresh air to the unit for combustion

" A solid fuel burning device cannot share a flue"

bear in mind the main reason code was changed to prevent this was the issue of wood-burning appliances building up creosote in a flue, then having a chimney fire with an unlimited supply of air for it through the other (oil or gas) burning appliance. while code may not like it, it's not much of a safety issue at all with coal; so do as you wish, either way it will be fine, if you do decide on powerventing something, definately power vent the non coal-burning appliance.