Coal?

[CrystalArmature]

How exactly do I get coal?

[Fire Miser]

Coal can sometimes be found by mining rocks — both in the mines and anywhere on the map.
Coal can be found in mine carts in certain levels of the mines - follow the mine railways then simply click on the coal-filled cart (Note: some carts are empty).
Coal can be found in brown miner's bags lying in certain levels of the mines. Every bag contains around 8 pieces.
Coal can be foraged on the beach in the fall, including coal with quality stars. Gold star coal sells for 22g
A Charcoal Kiln can be used to convert 10 wood into 1 coal
You can farm coal by killing Dust Sprites between levels 41-79 (Use the elevator to come and go to do it faster). Doing that is an easy way to farm Iron Ore as well.
A much more target-able way to farm both Coal and Iron Ore is to start level 50, where level 51 has a high likelihood of both Dust Sprites and Iron Ore, while 52 is a long narrow path to a guaranteed ladder. 53 on a good day is an infested level normally filled with Dust Sprites and a free ladder to 54 if looking for more Iron Ore; rinse repeat.
When farming Dust Sprites for Coal, it is best to wear a Burglar's Ring earned by killing said Dust Sprites.
Black/Transparent Slimes drop Coal. They can be raised in Slime Hutches

[Bouncer]

And if any of the above is too much effort, Clint sells coal too :p

[Doe]

at the point i'm at in the game i just buy the coal.

[Lurlex]

Originally posted by Bouncer:

And if any of the above is too much effort, Clint sells coal too :p

That's way too expensive and adds up quickly in the early game, if you actually want to do significant crafting and upgrading.

Bottom line, if you're playing a balanced game timeline (in that you're giving equal time considerations to crops, fishing, mining, town socialization), you should naturally come into a good supply of coal just by plunging through the earth to support your early efforts (I'm talking full tool upgrades, or close to it, by end of year one ... that takes a lot of coal and ore).

The key is to hit level 41 and fight the dust sprites. There's no better way to earn it without buying it.

NOWWWWWW .... when you get into more end-gamish territory, and you decide you want to make forty dozen preserve jars .... AND you're also at a point where gold has become trivial to you, then it makes more sense to do what Bouncer says.

Still, buying coal is for people who never mine.