In my opinion, gas has it hands down over solid fuel.
Start up time and maintenance are near zero for gas, and considerable for coal/charcoal/coke. You don't have to clean up and dump dirty ash and clinkers with gas, either.
You can HT reasonably well in gas, but it takes some skill and finesse to do it with coal. Part of this is the fact that with gas you can see the blade, and remove it easily as often as you wish for examination. With coal, you may have to re-build the "dome" you made each time you take out the blade....and you can't see how hot the blade is when in the coals.
Smoke and smell are also not conducive to running a cola forge indoors without some dedicated insulated chimney work (this can get expensive). Indoors or outdoors, you may not be allowed to run coal in the city. Gas can be used inside in a shop with good ventilation, and can be easily rolled outside on a cart. Coal forges are not particularly portable.
Coal has a smell that is nostalgic to smiths, but offensive to most people. No one will know you are running a gas forge by the odor. A gas forge makes a bit more noise than a coal forge, but unless it isn't running right, the noise isn't much at all. A lawn mower makes a hundred times the noise.
While no vapors from combustion are good to breathe, gas is much cleaner as far as air quality and lung health. Properly tuned, the output of gas is basically CO2 and water vapor. Besides the soot and other noxious gasses that make coal smell bad, it releases a lot of CO.
While you can build a simple coal forge from a brake drum with a little scrounging and some welding skills, the cost of a good coal forge with proper blower vs. a gas forge isn't significant. A top notch PID controlled gas forge can be built for about $200-300. A proper coal forge with a VS forge blower or hand crank would cost about the same.
Fuel is arguable, but I think for most of us propane is cheaper...and certainly more available. It is also a lot easier to store a months worth of propane in a #100 tank than it is to store a months worth of coal.
Things can go radically wrong when forging in coal much easier than in gas. Look away for one moment, or turn up the blower a tad too high, and the blade may become a Fourth-of-July lump if steel slag in seconds ( those who have used coal know what I am talking about). With gas you really have to try hard to ruin the steel in normal blade forging.
About the only advantage in a coal forge is the ability to have concentrated heat. You can build this easily by making a dedicated one burner blacksmiths open style gas forge for probably $50. One of these is a very useful tool in a metal shop, as it allows only part of something to be heated. I consider it sort of a hands-free torch. (here is an example -
http://www.ebay.com/itm/Forge-Frees...001?pt=LH_DefaultDomain_0&hash=item2c8196e941 )