Besides pines in general, here are a few wood types you never want to put in your wood stove or fireplace. Some because they won't burn well, some because they can produce a toxic smoke. I will only be covering North American species though, as I have little knowledge of woods in other parts of the globe. ( I know you aren't supposed to burn eucalyptus, however!)
Hemlock.
Hemlock is a conifer, but unlike many coniferous woods, is extremely hard and knotty, making it quite difficult to split. If this can be achieved, the logs are really hard to burn and produce a lot of sparks.
American Elm, Msact.
Super-hard woods like Elm are very dense and can be a great source of heat, but are often too difficult to split. Thanks to Dutch Elm disease, dead elm trees can often be found in cities and neighborhoods. If these are already being cut up for disposal, it can be worthwhile to gather the pieces. However, like sycamore wood, elm can give food a bad flavor, so don't cook with it.
Aspen.
On the other end of the spectrum, certain deciduous woods are too soft to burn properly. While still preferable to pines, aspen, willow and basswood are softer deciduous species that are not ideal for producing heat. This goes for true poplars (aspens and cottonwoods) as well as tulip or yellow poplars, which are really a different species. Many people do not like to burn black walnut either, as the heat produced per log vs other hardwoods is low.