Not all fuels are made the same. Some people swear by one fuel and swear off another. Others tend to think it doesn't matter. Either way, all these types of fuel heat up your stove in a different way. It's up to you to pick out what you like and go from there.

Diesel Fuel

Some people think Diesel Fuel is the best of the best. You can get it basically anywhere, it's not too expensive, and it's always the same. And by 'same' I mean dirty, hard to work with, and it just plain old smells bad. A little diesel fuel will go a long way, and you'll probably be able to smell it on you weeks later. In general, diesel fuel is useful in the sense that it can, maybe, come in handy one day if you just have no other source of fuel. Other than that there's probably always a better choice that's easier to get.

Kerosene

Kerosene has all the benefits of Diesel with less negative effects. Mind you, I said 'less' negative effects, but the effects are same, just not as extreme. Lighting kerosene is not easy. It's a little dirty. And it smells pretty bad. But it's much cleaner than diesel. And, the best thing about Kerosene, is that you can find it just about anywhere where you can find a store. The quality of Kerosene can change from place to place, but it will still light and cook.

Denatured Alcohol 

Denatured Alcohol is popular among the minimalists, the ones thinking about survival over camping. Most of the time you will find a person using Denatured Alcohol while making their own fuel containers, like with a can of soda or beer. In general, the only good thing about Denatured Alcohol is that it's going to be the most common resource you have available if society were to collapse via Zombie apocalypse or some kind of plague outbreak. So using how to use it now could have a plus. 

White Gas

This is probably the cleanest, easiest, and all around best source of fuel for a camping stove. White Gas is something you'll only find around camping stores or online. If you are in a Third World Country you probably won't find anyone selling White Gas. Most pressurized Stoves will run on White Gas. This is mostly because White Gas evaporates at such a low temperature that it can be ignited easily.

There are many companies making their own specialized brands of White Gas. Most of these new brands have really started to master the making of White Gas, making a product that's refined and that burns very clean. 

There are a few other types of Liquid fuels out there, but in general these 4 sources cover just about anything you're likely to find or need. If you have your druthers, white gas is probably the go to choice. But knowing what the other fuels offer and how to deal with their shortcomings can be a salient matter in times of desperation.