auxiliary heating in buy and hold rental

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Greetings all BPers. 

I am a total newbie who has been reading and watching tons of information here on BP (in the past numerous weeks) which all have been excellent. However,  I have noticed quite a few of prospective rentals for sale locally to me appear to provide heat for their tenants (which I really don't want to do). I am wondering if anybody has ever installed a secondary source for heat so not to pay high monthly fuel bills? I burn coal in my personal residence and is the best bang for buck as far as heat and btu's are concerned. My question is... Is it allowed to have an auxiliary heating system in a rental property?

Jason