James,
Your burner will indeed need to be 'multi-fuel' but once you've sorted that out I'd highly recommend a mix of coal and wood. In fact, I'm fussy and there is a particular type of coal I use called 'homefire ovals'. You may be able to look it up on the web and find an equivalent in France. I'm so fussy about this type of coal that I arranged to buy some in the UK and tow it down (I have a good trailer for this sort of thing). The chap I bought from was just off the M20 in Kent and told me that I was far from the first to be buying it from him and taking it to France.
The homefire ovals (a) burn very hot - twice the heat of wood - and do so for at least 7-8 hours. They also burn to dust which makes cleaning a lot easier. Normal house coal doesn't burn quite to dust and leaves a bit of a mess to clear up. A small amount of the homefire coal forms a very hot bed to your fire and then whenever you chuck a log on it will burn quickly and easily - so you have even more control over the fire. Obviously use the air contols as well. No more forgetting the fire for a bit and waiting 2 hours for it to get going again. Left overnight there is almost guaranteed to be a hot bed to your fire after you poke around the ashes and you can lob logs straight on without kindling etc. to get it nicely going again quickly....
I only get these advantages from the 'homefire ovals' - you need to choose your coal carefully !
So all in all yes, coal burns a bit hotter and longer but is also a bit more expensive. Choose the coal carefully though these 'homefire' things are a man made re-formed coal as opposed to basic house coal. I suppose they are essntially coal crushed to dust and re-formed into little oval cubes. Twice the price, but they burn three times as long and hot... Your French may be better than mine for tracking down an equivalent.