We are burning coal in an antique kitchen cook stove. We used to burn it in a old Glenwood parlor base-burner stove also, but I am currently restoring that stove. We have always used anthracite nut coal. In December 2011, we just paid $165 for a 1/2 ton ($320/ton) of anthracite Blaschak nut coal in 40 lb bags. I picked it up and the supplier (Alternative Heating Solutions in Freeport, Maine) loaded it onto my truck with his fork lift. The supplier is Alternative Heating Solutions in Freeport.
Assuming you had a 75% efficient coal burning stove and were paying $330/ton for the coal (which we are), you would be paying $17.60/milllion BTUs. If you were burning No.2 fuel oil in a 83% efficient furnace or boiler, and were paying $3.30/gallon (which we are), you would be paying $28.69/milllion BTUs. If you do the math, burning No.2 fuel oil costs $11/million BTUs more than coal. It gets much worse if you are burning propane. However, burning seasoned hardwood (oak) in a 65% efficient stove, and assuming you paid $150/chord when it was green, you would only be paying $8.86/million BTUs.