I've got a Coleman Peak 1 Butane stove and lantern. I got them this summer for Field Camp and I haven't had any problems with either. They both sip fuel. I can boil a pint of water in a few minutes and the lantern puts out a great amount of light (perfect for working on geologic maps at night when there weren't enough lanterns to go around). They're also stable considering the butane bottle is low and wide and bottom heavy.

I've heard great things about the MSR pocket rocket, and the various other stoves and mini-lanterns, but lantern, stove and a bottle fuel cost me less then $40 and haven't let me down yet.