Heating season's over for most and things have quieted down here quite a bit in the last couple weeks, so some of the best people to answer your question aren't here every day now. But I'll take a shot to get this started.
I have a stoker hot-air furnace system behind a plastic "walk-in partition" in the basement. So, right off the bat, my situation is very different from yours. On the plus side stoves of all kinds are more airtight these days, and, in my case, filters are much improved at suppressing dust. But there's no getting around the fact that there will be some dust from handling the coal fuel which must go in and the ash which must come out.
You'll notice on the main page here that this site has separate sections for stokers and hand-fired stoves. Among the boys here, that difference has come here to be known as the difference between "girlie men" and "real men," or the difference between civilized society and cave-dwellers, depending on your point of view.
Generally, hand-fired stoves are more likely to be in (rather than below) your living space, are simpler, smaller, require less fuel and considerably more attention and, of course, are more likely to create a housekeeping problem by way of the fuel and ash handling at the stove. Here's a link to a thread by a member who's ready to "don a dress" in order to reduce the amount of hassle associated with his hand-fired stove: http://nepacrossroads.com/about4052.html
In addition, lighting a coal fire requires both patience and technique, and hand-fired stoves go out more than stokers. http://nepacrossroads.com/about2594.html
Stokers, on the other hand, are larger, auto-feeding furnaces or boilers. They are generally more costly, usually are used to heat either water or air as the means of transferring the heat to the living area, naturally require somewhat more fuel (though overall cost to heat remains a fraction of the oil, gas or electric alternatives), much
less attention (I load coal once a day and remove ash every other day; the rest of the time it operates like any other thermostatically-controlled system), generally stay lit indefinitely and are much cleaner (all of my coal and ash dust are in a sequestered area of my basement, far away from my living space). In fact, if you now heat with warm air or water/steam, you may be able to install a stoker furnace or boiler in parallel with your current central heating source (providing you have access to a chimney or other flue). But, as you note, you will need to tend the stoker about once daily in most cases.
The cost numbers are good, though. Even counting for the cost of my blowers for the fire box and to circulate the warm air, I'm heating for less than half the cost of oil or propane, and less than that against the electric baseboard that my house was designed with.
I hope our Administrator, Richard, sees this and starts a thread for you in an appropriate place, because no doubt many folks are considering the same change you are in response to the horrendous increases in heating costs we're all facing.
Very best of luck to you.