The majority of the time I use my MSR Whisperlite International, as akennedy73 mentions, it will burn white gas (naptha), gasoline, kerosene, and jet fuel, as well as diesel and avgas. I've tried them all without problem, although pots can be blackened if not using white gas. For really cold weather best is white gas, but you will need priming paste as well. I've also got an MSR Dragonfly, which simmers a little better, but is a touch larger and does not fit inside my small MSR SS pot, so I generally don't use it. As well I also have an MSR Pocket Rocket propane/butane gas stove, which is extremely compact, and hot, but I've not used it in the cold weather so can't comment. The fuel canisters are difficult to find in many places overseas. I would never bring this one or any compressed gas stove winter camping.
For summer car camping or with a large group I use a refillable 5lb propane tank with a Coleman "tree"; the Coleman lantern mounts on the top of the tree and there are two other outputs that feed propane to the Coleman stove and the portable BBQ, very portable and convenient, and the 5lb tank is a lot more manageable to pack around than the standard 20 pounder (I also bring a couple back-up 1lb disposables).