Although I agree with you that most people likely have no reasonably clue where their power comes from, there are exceptions. For example, I live in Blacksburg, VA near Virginia Tech's power plant (on campus essentially, and walking distance from my apartment.) Seeing as how my power bill comes directly from them, it is fairly safe to assume it's mostly made of coal.
After some research, it looks like VTES gets their electrons from coal, as well as another power company in the area (APCO). APCO is owned by AEP, which apparently covers 38 states as well as some of eastern Canada. In reality, most of my power likely comes from coal, but who really knows about the rest.