Notice: If I mention the Dwarven mining mines, I will include the mining guild. The Rune Mysteries quest is required to mine pure essence or rune. After you've finished the quest, you will be able to speak to Audbury to be teleported to the rune/pure essential mining. Dwarven mines (located close to Falador) contain a large amount of iron rock. The mine to the north of Al-Kharid is also very good for iron ore.
There are many locations for coal mining. North-west of Edgeville, you can find a 34-rock coal mine. (Downside is that the mine is out in the wilderness). The south-west of Lumbridge is another great spot for coal mining. However the Dwarven mine and its mining guild is the most famous mining location for coal.