We use both. We don't have our heating on so I usually use wood to start the fire then once up to temp switch to the smokeless coal briquettes.
The briquettes keep the fire going for longer and mean I don't have to be extra vigilant like I do with wood.
It's still expensive but less so than wood. Some days we've had it going from 9am-10pm. Coal keeps the place toasty plus I put the clothes in front of it overnight to dry.