By far, 
coal ore is one of the most common ores that we never take for granted. But you never know how fast your supply could run out! You might be making a butload of Nether bricks, or smelting a few rhompillion tons of gold ores, but who cares, whatever you're using it for, you had better have a constant supply of it or you might end up using your valuable planks and all that jazz in the furnace, but not if you follow these tips. Also, these methods can give you a steady supply of XP.
Mineshafts[]
Dig around with your preferred mining method, and after a small amount of time, you will find some coal. Coal is not renewable by this method, but you do get some experience from mining it, and it's common as muck!
Charcoal[]
By burning any of the 6 wood logs or saplings in a place with low oxygen content, in this case the furnace, you will get charcoal, which functions exactly the same as normal coal, but does not stack. It even has a different sprite (PC exclusive) and you can't craft blocks out of it. When removing the charcoal from the furnace you also get more experience. The downsides are that you need a fuel to turn the sapling/log into charcoal, and that logs are useful for crafting into planks, and saplings are required for making more trees. So this method is not recommended unless you have chests bulging dangerously with the stuff or if there is little coal near.
Nether Farming[]
By far, the most dangerous method for getting coal, and the method on.y well prepared players would do, is a Wither Skeleton Grinder! Wither skeletons drop bones as well as coal, and these bones can be crafted into bone meal for making saplings grow up, so they can be charcoaled. Also, you may get other mobs in your wither farmer, like magma cubes and zombie pigmen. Not to worry, since these both drop useful resources. The Zombie Pigman may drop Gold Nuggets, which can be crafted into Gold Ingots, as an alternative to smelting Gold Ore and wasting even more coal. Until you have enough coal. Magma cream from magma cubes can be made into those nether-proofing fire resistance potions. Blazes drop blaze rods which have too many uses, and can be used as a coal alternative that smelts 120 items, rather than coal's 80. Also, if you make the farm into an XP farm type, you can still get your well deserved XP.