Which fossil fuel is the least polluting when burned?

The correct answer is: Natural gas

Natural gas is by far the cleanest-burning fossil fuel. Particulate emissions are so low that gas-fired combustion turbines, boilers and reciprocating engines do not need any particulate control. It does make NOx, CO, and of course a lot of CO2 (although about 1/2 that of coal). Oil derivatives (fuel oil, diesel, gasoline) burn much dirtier, although gasoline is really pretty clean with emissions controls. Coal is a terrible fuel, due so high carbon content (CO2), ash content (some metals like mercury), and sulfur.