I heat a 4500 sqft house plus DHW with NCB-250 coal; last years worst winter's stats were; 5 ton of anthracite coal + 2 cords of wood. That's keeping it at 75F or warmer.
I get nut size coal. Last year they were out of nut size, so I got pea size; NOT rice, and it actually worked the same, just had to be careful not to loose much through the shaker grates. Definitely not ideal, but had to make it do at the time. I'd get at least nut size.
You can get KY coal; stove coal, but it has too much clinkers, so I don't like to use it.
I have a special deal on anchorite which I love. No clinkers at all. Very clean.
You need shaker grates; preferable steal. I shake mine down every 12-16 hrs, and it will go 26-30 hrs on one load with just the shaking+2-3 logs on the side. If it's under 9F, with -F wind chills; I can go around 12-16-18hrs per load. You need to keep the differential at or/under 5F, or the coal bead will either go out-not enough air, or the temp will over shoot the target shut off temp after the blower is off; but 10+F. Once coal stats burning, it's not easy to stop.
Dave,
You need stove or nut size coal, definitely not rice. Go on utube and and check out ds machine aqua gem 3200 there is a guy who who has my boiler who heats only with coal. He uses 4 ton to heat a 3000 sq ft ranch in PA