I tend to think of a coarse word as something that feels coarse when it's spoken, like jerk or shrine; words that have a "ch", "sh", "zh" or similar sound. Fuck doesn't fit the bill though.

Edit: Oh, a good example from a previous reply I made, is "actually". "Actually" feels coarse to me, but then again, I tend to pronounce actually like "acschually", where the T makes a "sch" sound.