David, I've used coal that I coked myself, manufactured coke, charcoal, and gas. I've also used an oxy torch as a heat source for forging, and propane and oxy blown into a brick enclosure as a heat source for forging.
I like coke the best because I find it the easiest to work with.
Gas is very, very easy. Welding in a gas forge is like making a cake, but easier. Anybody can weld in gas. However, I personally do not like gas, and I have never been able to heat treat successfully with gas. Coke is very easy to heat treat with.
In my opinion the best set up is to have a gas forge to weld with, and a coke forge for all other work.
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