If you have to rely on burning solid fuel for all your heating and hot water then its a time hungry, expensive, dirty pain in the tits, and you'll often be cold.
Nope. Sorry but I disagree on most of those points - time hungry - depends on the fuel you're burning (higher quality sold fuels will burn long and hot), expensive - not compared to our alternatives which were LPG or oil, dirty - not really, coal/wood is stored properly, and finally cold - nope. Nice and toasty warm through the subzero temperatures of the last couple of months.
Our multi-fuel burner does our domestic hot water and central heating. During the recent cold spell it's been on pretty much 24-7 (banked up overnight) and burning a mixture of wood and solid fuels.
As above - sweep is about £35 - we have it done twice a year.
Fuel costs - if we do buy wood (and we do get some free) then it works out at about £45 a month during the winter months. Solid fuel - it seems to be worthwhile buying the better quality coal like anthracite which is cleaner and burns hotter and longer than normal house coal. In the recent cold snap we've been getting through slightly more but during winter (from Sep through to March) we average about £75's worth in a month. That keeps the house toasty warm with enough hot water for baths and showers for a family of four.
We're going to be installing a coal store which brings down the cost significantly when you can buy it by the 1/2 ton rather than bagged (for comparison - 25kg bag of coal is about £10, 500kg of loose coal should come in at under £200 delivered). Some trees in the garden are coming down in February and these'll be laid up for 18 months - free fuel! Also as mentioned above you can get more gratis if you know a tree surgeon / landscape gardener and often you can get offcuts from woodworkers. One of my new year resolutions is to get the woodpile stocked up and it should be possible without spending too much...
On balance I think we're probably saving. We certainly did on installing central heating using the burner over our alternatives which were either LPG or oil (we don't have gas being out in the country).