We actually have a coal stove. I burned wood for 9 years before I was going to have to start buying it (had enough on my property). When that happened, I switched to coal. It has more BTUs than wood and runs 24/7. It is actually easier and less messy than wood and it would take 2 pellet stoves to equal the heat I get from the one coal stove. I can see why coal was a thing back in the day.
It requires no electricity, so when I lose power I still have heat. I have a geneerator that runs everything in the house, but at night if we have no power, I can turn it off because I don't have to worry about heat and the frig/freezer is fine overnight if you leave the door shut. Had to use the generator once this year already.
Coal actually does produce a flame, and it's a mostly a pretty blue one. If I was burning wood, everyone in my neighborhood would know it from the smoke. When I'm burning coal (anthracite), other than the shimmer of heat coming from the chimney, you'd never even know it. Oil would have to be $1 gal for it to be the same heating costs as coal, and the stove usually produces excess heat. So instead of heating till it's barely comfortable, I usually have doors/windows open to cool things down a bit.