Sorbent components containing calcium, alumina, silica, and halogen are used in combination during coal combustion to produce environmental benefits. Sorbents are added to the coal ahead of combustion and/or are added into the flame or downstream of the flame, preferably at minimum temperatures to assure complete formation of the refractory structures that result in various advantages of the methods. When used together, the components reduce emissions of mercury and sulfur; reduce emissions of elemental and oxidized mercury; increase the efficiency of the coal burning process through de-slagging of boiler tubes; increase the level of Hg, As, Pb, and/or Cl in the coal ash; decrease the levels of leachable heavy metals (such as Hg) in the ash, preferably to levels below the detectable limits; and make a highly cementitious ash product.