Hey Mike,
I've had both in houses...Wood then Coal when I was in late highschool and college, Now wood.
Wood:
It's free except for the labor of gathering and splitting which can be significant. I enjoy it and use that as exercise, and it's like going to the gym but getting home heat as a result of the work.
Wood requires more constant care than coal, since you have to feed a wood stove fairly often unless you have one of the giants like a PE Summit, Osburn 2400, or Lopi Patriot. Wood requires a large area to store the wood in. I'll probably end up using something like 4-5 cords by the time winter is over, plus next years supply.
Nice cheery fire that smells nice.
Coal:
Costs from 120 -240/ton depending on where you live. It seems to be dustier than wood, even though wood can be somewhat dusty also. I think the solution to coal/wood dust is a closed stove that has some sort of ash dump. My stove is an insert and doesn't have any ash pan. I believe it would be a lot less dusty if it did.
Coal heats much more evenly and many coal stoves put out a lot of heat. for what it's worth, there's a couple Harmons on ebay that are new for 500 bucks right now. These are something like 80 - 100 k btu's. Not many wood stoves can get close to that kind of heat output. Coal is a lot less work. Unless using a stoker, coal can smell.
I suggest you go read the nepa forum on coal. Just do a google on "coal heat" and go the the frequently asked questions site. They're all coal burners there. Both Dave and Lime post there a lot (but I might not count on Lime giving you a good story about Harmon stokers
)
If you don't want to process wood anymore..coal is very nice to heat with....but it's not as good for the environment.
Wood is also my way of avoiding burning dead dinosaurs, but I'm not really against coal...it just wasn't right for me.