Kindling
Use pine cones along with kindling to help get a wood fire started. They light easily and fit nicely underneath a stack of firewood. It is not a good idea to use them in place of wood as they tend to burn quickly, which means you would need to constantly stoke your wood stove.
Fire Starters
Create fire starters for your wood stove from pine cones and wax. Melt paraffin, scraps of old candles or crayons in a double boiler until they are runny. Use a pair of tongs to dip a pine cone into the liquid. Remove and let dry. Place in your wood stove and light with a match.
Safety
Pine cones do not produce much smoke when placed in a wood stove. They may spark occasionally, but do not often throw them. Most types of pine cones do not have an offensive smell when burned. The pine cones you choose must not contain sap, as this could cause creosote to build up in your chimney.