Price: $30 to $150
Priority: Medium - With careful food selection, it is possible to camp without a stove.
Selection and Purchasing
Backpacking stoves can be categorized by the fuel they burn:
Propane
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Cost: Stoves are inexpensive to purchase initially ($30) but over the long term propane is more expensive ($3/465 g) than white gas ($1.50/L).

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Ease of Use: They are easy to use for young campers. They light easily without flare-up and provide reliable, even heat immediately.
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Heat Control: They are usually better able to maintain low heat (simmering) than many gas stoves.
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Bulk and Weight: Fuel tanks are bulky and heavy. This is fine for weekend trips, as one or two cylinders can easily do a group of four. For longer trips, however, this can become a problem. Budget a tank of fuel for every two to three days on the trail, perhaps slightly more if you are boiling a lot of water for drinking.
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Garbage: Fuel tanks are environmentally unfriendly, as they cannot be re-filled, and most cannot be recycled.
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Cold Weather: Propane is not totally reliable for cold-weather (< 0o C) camping. This can be counteracted somewhat by sleeping with your fuel. (You warm it; it warms you. A fair trade.)
Butane
Everything said about propane can be echoed for butane with the following additions and amplifications:

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Bulk and Weight: Butane cartridges are somewhat smaller, lighter and less cumbersome than propane cartridges. However, you will have to carry more cartridges to carry and equivalent amount of fuel.
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Cost: Butane stoves are slightly cheaper, but the fuel itself is more expensive ($4/200g)
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More on Bulk: Older-style butane cartridges insisted that you keep the appliance attached to the cartridge once you had punctured it. This made for a very bulky stove to pack. Newer-style cartridges (and appliances) have a screw-on valve, much like propane cartridges.
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Cold Weather: Butane is even less reliable for cold-weather camping. It liquefies at -12o C. Newer isobutane and butane blends improve on this performance significantly.
Isobutane
While the canisters may look the same as butane, isobutane is a superior choice for several reasons:

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Bulk and Weight: While the fuel and cartridges are very similar to butane, isobutane stoves can weigh in at less than 100 g and can fold up to a package the size of a large pocket knife.
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Cost: Isobutane stoves are slightly more expensive than propane or butane stoves ($38 to $60) and their canisters are also usually more expensive ($6/225g)
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Cold Weather: Isobutane outperforms both propane and butane in cold weather, but is less reliable than white gas.
White Gas/Naphtha
This is the popular "Coleman" fuel which is readily available in most hardware stores, sporting goods stores, and gas stations.

While the convenience of propane has made white gas less popular for many "car" campers, for backpackers in North America it still remains the fuel of choice:
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Cost: The gas itself is cheap to buy, and can be purchased in large quantities ($6/4 L) at a time. Stoves are somewhat more expensive than their propane/butane counterparts ($60 to $150). You should also factor into the cost at least one fuel bottle ($8 to $13).
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Ease of Use: White gas is more awkward to use than the pressurized fuels above. The tank needs to be pumped or pressurized. When initially lit, the stove will flare up for a short period of time until the fuel is heated up and vaporized as it passes through a tube (generator) which crosses the flame.
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Mess: Since white gas is not sealed, there is a greater risk of spillage and leakage, which can contaminate food and cause clothing to smell. Fortunately, white gas is very volatile and will evaporate quickly if spilled. Always fill your stove a good distance away from any food, clothing or tents.
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Risk: Unfortunately, white gas is very volatile, and, therefore, very flammable and explosive. Be very cautious around any spills. Never fill a stove unless it is fully cooled off, and never fill a stove around someone else who may be in the process of lighting a stove or fire.
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Heat Control: White gas burns hotter and generally boils water faster than propane or butane, but you may have more difficulty getting it to burn with a low flame suitable for simmering.
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Bulk and Weight: White gas weighs less than an equivalent amount of propane or butane. With white gas you only need to carry enough to get you through the trip (although you should allow for some margin of safety). For a short weekend trip, this may mean filling your stove and only carrying an extra 250 ml. You cannot leave behind part of a cartridge of propane, butane or isobutane. Fuel bottles add little weight to your pack (100g) and add less bulk when empty than a propane cartridge. Furthermore, one 600 ml fuel bottle will hold fuel roughly equivalent to two propane cartridges.
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Garbage: With white gas, there is nothing to throw away. You may even be able to have your 4 L container refilled at a bulk fuel dealership.
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Cold Weather: White gas works well in cold weather, although it may need to be primed or take longer for the initial flare-up to die down.
Kerosene
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If you think that you will probably travel and backpack outside North America, you may wish to consider a multi-fuel stove capable of burning either white gas or kerosene. Kerosene is more widely available in other parts of the world than white gas. These stoves may be converted from one fuel to another by changing the jet. Everything which has been said about white gas can be echoed for kerosene with the following adjustments, most of which have to do with the fact that kerosene is not volatile (i.e., it does not evaporate):
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Mess: If you are familiar with the qualities of diesel fuel, you have the idea. It stinks, it stains, and it won't just go away.
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Risk: Kerosene is less likely to explode than white gas.
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Cold Weather: Kerosene is harder to light than white gas. In all cases, it needs to be "primed" or warmed up by another fuel. Kerosene is not worth the trouble unless you are in a situation where white gas is not readily available.
No matter which type of stove you are considering purchasing, always keep an eye on its weight and bulk. Some white gas stoves do not have a built-in fuel tank, but use fuel directly from the storage bottle. This can save considerable weight and bulk. Other features to look for are a stable, wide base and a wind screen to protect the flame from breezes.
Usage and Safety
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Always set the stove down on a flat, firm, level surface before lighting.
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Do not stand over a stove when lighting or cooking. Take some time to consider what would be burned by a flare-up or scalded by a spill.
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When cooking on a picnic table, do not sit at the table. Stand while you cook to avoid being scalded by spills.
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When you purchase or select a mess kit or pot set, consider the stability of the pots. Some mess kits come with small pots with huge handles. These handles are excellent for preventing one kind of burn, but they make it almost impossible to balance the pot on a camp stove, almost ensuring a scalding at some time. Also, avoid placing very large pots on a small, tippy camp stove.
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Always check a gas stove for fuel before you begin cooking and re-fuel before you light. Add fuel only when the stove is cool.
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Do not cook in or near a tent. Cook in the vestibule only when you have no other choice. (i.e., the weather is absolutely foul.)
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Do not cook in any unventilated area; stoves consume your oxygen and give you only carbon monoxide in return, not a good trade.
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Cook out of the wind. This will conserve fuel. If your stove does not have a windscreen consider buying or improvising one.
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Keep fuel away from food and clothing.
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With propane, keep the plastic cap on the bottle when it is not in use. This will prevent dirt from clogging the valve and will also prevent some renegade object in your pack from accidentally pressing on the release valve and venting the propane in your pack. Stinnnkyy.
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In warm weather, occasionally vent the vapour pressure off your white gas fuel containers and the stove itself (if it has a tank).
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After a trip, empty all fuel from your stove tank.
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If you do burn yourself, plunge the affected skin in cold water as quickly as possible. This can significantly decrease the severity of the burn.
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Bring plenty of matches. Keep matches in a waterproof container in your survival kit and extras in a ziploc in your pack.
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Don’t allow your stove to burn unnecessarily. Don’t heat more water or food than you need. Conserve fuel.
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Read the instructions for your stove carefully. Learn how to properly operate and maintain your stove. Properly maintained, a camp stove can last you almost a lifetime.