Windows 8 x64
I set up an auto loading and unloading furnace using hoppers, a furnace, and a chest. I found that when using lava fuel, the bucket doesn't go through to the output hopper correctly. I am on 1.5.1 playing on a private server with no mods.
Left - fuel hopper
Top - raw material
Bottom - finished material, piped to a chest via hopper
Attached you'll find screenshots.