The lightest, cheapest, most reliable, easy-to-find-fuel-for, stove may be a homemade low-pressure alcohol stove.
Like a lot of backpackers, I’ve owned an assortment of stoves over my lifetime: Coleman (white gas), MSR (multi-fuel), Camping Gaz Bluet (canister), Esbit (solid fuel), Snowpeak Giga (Canister). My biggest problem is taking the stove on international flights, and finding fuel for it at my destination. I’ve never had an alcohol stove, but it seems to solve both these problems.
The low-pressure Penny Stove, designed by Mark Jurey, may be the best of the homemade alcohol stoves. Instructions on how to make your own can be found here. If you are unable to find a suitable Heineken can, you can make a similar stove out of soda cans, like this:
There are some precautions to be taken when using an alcohol stove. Tipping over a lit alcohol stove and having that spilled fuel ignite in a tent can be disastrous. Another drawback of this stove is that the flame can be almost invisible and trying to top up a stove that is still lit can be… er… very bad.
One good thing about making your own homemade alcohol stove (other than saving money) is that you will be recycling aluminum cans, and keep another gas canister out of the landfill.
Update Nov 13:
Well, I’ve built my first Soda Can Stove. It took me about an hour and some. The design is pretty forgiving. I didn’t didn’t use any high temperature tape or adhesive, and I used the smallest drill bit I had (1.5mm) and made just 8 holes. It works well. Here’s a template to help you out, courtesy of zenstoves.net. Incidentally, here in Singapore, our Heineken cans are shaped just like regular beverage cans, so I couldn’t make Mark Jurey’s Penny Stove.