It is worth remembering that wood burns very inefficiently at low temperatures, on any stove, when it is smouldering (giving off lots of smoke, which wants to turn to tar in your chimney, and very little heat). Burning coal in your stove is much more efficient for the periods of slow burning, and doesn't make tar. So if you have a multifuel stove you may want to take advantage of your stove's ability to burn both types of fuel.
It is always worth trying different sorts of coal from your coal merchant to see which works best in your stove. You are looking for the coal to give off a good heat, be controllable, be able to stay in all night, not to give excessive ash, not to clinker up and not to be too dirty (ie not be smelly or make excessive soot). The coal that should definitely be avoided in multifuel stoves, is what is often described as 'household coal', which is usually the cheapest and is intended for open fires.
Coal is an unsustainable fuel and creates a lot of CO2 when you burn it. Unlike the CO2 released when burning wood from a sustainably managed forest the CO2 from the coal is not taken back up again and hence contributes to the increase in atmospheric CO2 levels.
Essentially it is best to try to insulate your house as best as possible, then try to burn wood rather than coal.