According to the EPA (based on 2002 data of toxic air pollution  by industry), the electric utility industry produces more toxic emissions than every other source combined!  While the figure includes utilities powered by sources other than coal, coal accounts for half of electrical output and tends to be a larger polluter than oil, gas, and nuclear.

Source:
Christian Science Monitor, 3/31/05, "In Bid to Cut Mercury, US Lets Other Toxins Through"