Good coal is usually easy to find if you search for blacksmith coal, but the quality varies considerably as I am sure you can imagine. Coal is what you start with usually, but it has to burn for a while until it becomes "coke", which is what the blacksmith needs. Coke has all of the impurities burned off and as a result burns hotter and cleaner. You can buy bags of coke, which skips a step, but drives up the cost some.
Essentially, you want to avoid coal that is considered "dirty" or "dusty". Dirty coal burns with a very green smoke and the more green smoke, the more impurities are present. All coal has some green, but some stuff even has yellowish smoke coming off of it, so it is a little hard to tell that way. It is more art than science, that's for sure. The second criteria is how much dust is in the coal. What you want are pieces that are about the size of small ice cubes, say maybe 1" or so. Larger than that and they will not burn evenly and will need to be smashed into smaller pieces, which often creates a lot of dust as well, so it is better if you can find coal that is the right size and not too dusty. The problem with dust is that it creates clinkers when it is turning into coke, so it essential is wasted energy and the clinkers impede your fire, so the best thing is to minimize dust if you can. Some guys sift the coal to get the dust out before every fire, which works great, but if half your bag is gone through sifting, you can see how this could waste a lot of what yoiu bought as compared to buying coal that has less dust to begin with.
The dramatic variation in quality makes coal hard to buy online as you can imagine unless you know of a trusted source with proven quality. I usually buy coal when I am at hammer-in events because you can see it first. I am headed to one next weekend and there is usually a guy there that sells coal in 25lb bags. I think they are about $20, but I honestly can't remember. I guess I will find out when I get there.