Seeing as you don't appear to be drowning in opinions, WW, here's what I've sussed/found:

1. Hardy likes fuelhouses.
"Please will your grandfather lend us his fuelhouse to try over our parts in, tonight at seven o'clock?"
"What, are you one of the Egdon mummers for this year?"
"Yes, miss. The cap'n used to let the old mummers practise here."
"I know it. Yes, you may use the fuelhouse if you like," said Eustacia languidly.

The choice of Captain Vye's fuelhouse as the scene of rehearsal was dictated by the fact that his dwelling was nearly in the centre of the heath. The fuelhouse was as roomy as a barn, and was a most desirable place for such a purpose.
The Return Of The Native

So - roomy as a barn!

2. The only references I can find indicate that fuelhouses were attached to significant properties (such as lighthouses and farmhouses). This implies that Jude's aunt's place is a fair size, and she has a bit of land. Does that make any sense?

3. Going by Good King Wenceslas gathering winter fu-el, I'd suspect that fuelhouses would primarily be places you would store unworkable wood, although not exclusively so. Hardy mentions "turf-fires", so perhaps peat would also be stored in fuelhouses?
Coal would imply a messiness that wouldn't really work with beloved pianos, or even mummers' rehearsals. Perhaps it wasn't in popular use in country dwellings?

Asking as many questions as I'm answering, but it's a start