I've never messed with coal, but have burned plenty of wood, (especially when we lived in Indiana). I could always get wood for free and sometimes didn't even have to cut it up. Most tree trimming companies have more than they can handle and will be happy to supply you with an ample amount of wood, most of which will be cut in bolts, (you might have to do a little shortening and for sure, some splitting as some logs are huge). The only downside is you take what they have, pine, spruce, elm, (elm is a real bugger to split so I just cut it up into chunks with my chainsaw).
There are downsides to wood - time, transportation and the mess of a wood pile. But nothing beats a wood fire on a cold night for a little snuggle time and like the old saying goes, "cut your own wood and it heats you twice."