Coleman White gas is expensive here in the UK, typically 500ml of fuel costs around £6. A 440gram Butane/Propane cannister costs £5, so it works out actually cheaper to use the gas canisters.
I have a Primus Himalaya Omnifuel stove but usually I just end up using the cheapest butane cartridges with it, using a gasmate G4210 adapter (works out at around £3.30 for 2 x 220 gram cartridges)
http://www.youtube.com/watch?v=Tdja7UCIt0YI don't particularly like White Gas as a fuel anyway. I find it is difficult to store, cannot really be used indoors or inside a tent and the priming process to get the stove going requires practice and consumes fuel needlessly unlike the gas canister. Gas burns cleanly, efficiently, relatively quietly (except when used with the Primus Omnifuel), has the ability to simmer, is faster to get setup and does not spill to spoil your food when carrying it in your pack.
Although most of these types of multi-fuel stoves manufacturers says that other fuels such as petrol of diesel can be burned, anyone who attempted to use these fuels, is in danger of a nasty accident with the fumes produced being extremely toxic. White Gas is bad enough and parrafin is difficult to get to work and requires a longer priming process.
But of course, in extremely cold weather i.e colder than -10C and in countries where gas canisters are difficult to obtain then the multifuel stove has no alternative and the MSR XGK EX rightly deserves its reputation as a no nonsense very reliable expedition grade stove.