I burn both. If I want a fire to last through the night with bone chilling temps, I get a good hot coal bed and burn anthracite coal. I burn nut size. Sometimes I want to save on wood, and I will throw a few chunks of ohio lump coal. Its not the greatest and stinks, but burns like wood. With soft coal you can mix the 2, but with anthracite I wouldnt do it. I always keep some lump coal and some anthracite coal. If I could afford alot of anthracite, it would be all I would burn. But around here the wood is free so the coal is a special item for me to use.