I've noted before that my family burns wood for heating. Although the amount and how often we burn varies from year-to-year, in most years we use it most every day to reduce heating costs and wear and tear on our furnace, especially when temperatures dip below freezing.
One thing I've noticed over the years is the advantage gained from burning different types of woods at different stages of the fire. Of course, most woods give off different amounts of heat for a given volume (see here for a chart comparing different wood types). My experience does not exactly match what is on the chart, but it obviously is going to depend on the quality of the wood. Also, there may be a great deal of variance within a certain category or type of wood.
Around here, the primary types of wood available are high density pine (generally Ponderosa pine), various fruit wood because of large orchards in the area, poplar or cottonwood (which seems to grow like weeds in this area), and low density or inferior quality pine (generally Lodge Pole pine). Occasionally other hard woods from shade trees (oak, elm, maple, etc.) are available. We have a maple on our property from which we use fallen or dead branches. As I had noted last year, my father-in-law had taken down a ceder fence surrounding his property, and so we ended up with a large quantity of well-seasoned ceder planks that we have been using.
My experience is that relying on a single type of wood is never ideal. Although there are sometimes exceptions, pine wood typically burns at a lower temperature than other woods and, for that reason, is not consumed as fast as other woods. There are exceptions, particularly if the pine is high in resin, but with the types of pine in my area this seems to hold true. This makes it good for starting a fire, but terrible for trying to heat a large space. However, it is good for maintaining the fire once the space has been heated to a comfortable temperature.
Poplar, when dried, is a very low density wood that lights easily, burns fairly hot, but also burns quickly.
Ceder is another low density wood that lights easily, burns hot, but burns quickly.
Fruit woods can be difficult to get started, but once started, produce a lot of heat and will burn for a decent amount of time.
Hard woods such as oak or elm are difficult to start, but can produce a lot of heat and generally burn even longer than the fruit woods for a similar sized piece.
As you can probably already guess, I like to use an easily started, hot burning wood such as poplar or ceder to start a fire, then add (or have arranged around it) longer burning wood. My preference for the initial heating of the house is to use the hot burning wood with some staying power such as fruit wood or other hard woods. If those are not available, I will fall back on burning larger quantities of ceder or poplar. Once the desired room temperature is reached, I will either cut back on the amount of wood I'm burning, or switch over to using the pine. If the pine begins to burn low without being consumed (because the heat output has reduced), I will add a piece or two of hot burning wood (ceder, poplar, or fruit tree wood) to give it a boost.
If you want coals for cooking (or roasting marshmallows), I will either rely entirely on the hot burning woods, or keep adding the odd piece of hot burning wood to the pine until it burns down into coals.
Related Post: Building a Fire.