I have always used bituminous "chestnut" sized coal, also called blacksmith's coal. It is cheap and builds up to a steady, long lasting fire.
The key is to make coke in the forge, which is easiest with a deep fire pot. Start your first fire with wood charcoal. Heap coal in two piles either side of the fire pot and overhanging into it, leaving a trench in the middle. The coal will smoke and you'll get lots of yellow flame. You can sprinkle water on the coal to slow this down.
The coal will cook, essentially, although the verb and noun are both coke. The gases will come off the top and the metallic slag will drop out the bottom. You'll be left with crunchy chunks of almost pure carbon - coke - which will burn at 3000F or so.
Now that you have two walls of coke developing either side of your fire you can push your poker down behind them, pushing in more "green" coal and pushing fresh coke towards the middle of the fire. As long as you keep cleaning out the clinker (the metallic ash clinks when you hit it with a metal poker) from the bottom you can keep this going all day.
When you shut down the fire, pull it apart and douse the coke. It will dry out and be ready for the next day. You can start coke burning with a ball of newspaper.