Coal Fired?
Google for stuff about particulates, PM10s, low-sulphur coal versus high-sulphur coal
Oil Fired?
Rarely used these days, due to oil prices. UK apparently has one or two just as emergency backup (eg severe winter weather and one of the conventional plants has had to be shutdown for a problem)
Waste-to-Energy incinerator?
Depends how carefully they screen what rubbish is fed to it. It's unlikely you'll find yourself living next door to one, in the UK, at least not without plenty of public consultation, at the local level and independent experts providing information on potential health risks.
Biomass?
Particulates, as per coal and oil. Additionally, burning wood pulp can produce many of the same exotic (not to mention harmful) combustion products as burning tobacco does. However, the chimney stacks will be sending it so far downwind that living next door might be the least affected place to be. You could certainly suffer more by having a garden bonfire three or four times a year or being exposed to barbecue smoke every weekend, say. (Note: barbecue coals/coke burn clean but burning animal meat/fat gives off smoke)
Nuclear?
No harmful effects on a day-to-day basis. Due to the slight risk of incidents, they tend not to be built close to existing homes.
Natural Gas?
Practically zero particulates. Carbon dioxide and water vapour are the most that will come out of the stacks. It's fed by pipeline so there isn't even any delivery train/vehicle pollution.
Wind Turbine?
Repetitive noise could send you round the twist, I guess but I cannot speak from experience about these things.
Solar Array?
No moving parts. No health hazards that I can think of. We don't have these at power station scale in the UK, due to our cloudy climate and unfavourable geographical latitude (shine a torch beam on the wall, then tilt it to a 50-60 deg angle to see the problem - amount of light per unit area = power generated).