In theory the boiler with heat exchanger in your duct work is the way to go; but, unless, you can perform the installation yourself, the cost will be prohibitive when attempting to replace/augment a FHA system. When I started my alternative heating solution quest about a year ago, I was also convinced a boiler and heat exchanger was the best way to augment/replace my existing propane FHA system---then I started calling some HVAC folks to come in and provide estimates... After deciding hitting Power Ball wasn't a viable solution, I started doing more research at this web site; and, any other information I could glean from the Internet. Props out to my local Keystoker dealer too. He was extremely helpful. He actually has an Alaska 140 heating his house. He recommended the Koker due to the much larger coal hopper.
Now I'm pretty handy around the house with a well equipped shop; but, installing a boiler, heat exchanger, plumbing, wiring, etc. will not be for the faint of heart. Plus a boiler will cost significantly more than a furnace---your inital cash outlay will be significantly more with a boiler, pushing your break even point out significantly further. Bear in mind: I'm not against boilers. If I had a FHW system, I'd use a boiler too, that's a no-brainer.
I ended up with a Keystoker Koker FHA thermostat controlled furnace (~160K btu), with cold air return and hot air supply plumbed into my existing FHA system---and I couldn't be happier. Using a single digital programmable thermostat and heating a two story ~4000 sq ft house, my indoor temperatures vary only 1-2 degrees throughout. I don't see any advantage a boiler would offer; except, perhaps, being slightly more efficient, burning less coal. Running the numbers thru Excel, the payback would be a long time, even with the price I paid for coal in southern New Hampshire...
The only change doing the project over again would be to simply use ambient air for the Koker's convection air intake; and, plumb the hot air supply directly into my propane system cold air return, using the propane convection/distribution fan to move the hot air around the house. Reason? The cost of running a simple verticle duct up to mate with the cold air return would have been significantly less. Leisure Line's web site has a nice diagram of how to make this work:http://www.leisurelinestoves.com/1904137.html
You'll need to keep your basement door cracked to supply a "secondary" cold air return path too... And run a wire from the coal furnace over to the existing furnace to turn on its convection fan to move your hot air around---easy stuff.
Bottom Line: Although only 3/4 of the way through my first coal burning season, my Koker furnace has worked like a champ. I haven't run my payback calculation lately; but, my last propane delivery was only 50 gallons @ $2.49 back in January. At last year's prices ($1.90s) I burned $3300 worth of propane AND FROZE MY ARSE OFF. This year I'll burn $2000 worth of coal; and, ~$500 worth of propane AND I'M WARM AGAIN!!! Plus my body isn't going into convulsions every time the furnace kicks on... With my Koker, I've burned ~6 tons of bagged anthracite so far this winter, my whole house is nice and warm, including my basement, which used to be freezing cold with the propane system. I stll have about 2 tons of bagged rice left for the rest of the season. Depending on the weather, I estimate using another 1.5 tons before shutting down in late April - early May.
NOTE: I still burn propane for my clothes dryer and hot water heater. I bought a hot water coil for the Koker; but, I haven't plumbed it in yet---long story...
My 2 cents! Unless the price of coal goes through the roof, you'll be saving big time going coal. And WRT huge demand driving the price of anthracite up: I believe there are enough carbon credit tree huggers out there who are dumb enough to buy into the liberal global warming baloney. These same folks will continue to view "carbon spewing" anthracite as an environmentally unfriendly fuel and pay exhorbatant prices for oil and gas. Those of us who are burning anthracite know better!!
Sorry for the diatribe; but, I grew up in NEPA with burning anthracite being the "norm." Unfortunately, most of these homes were converted to oil in the cheap oil '80s. Now many of these folks, many of which are my blood relatives and close friends, are seriously considering converting back to anthracite. Plagiarizing from Yanche---Coal: Back to the future!