Hey Paul,
Gasoline is too dangerous.... HEET is reported to be ok, but still not as clean burning as alcohol (and it's 'spensive)..... isopropinol (sp?) has water in it and doesn't burn cleanly....nor does white gas.
100% (closer the better) denatured alcohol is the best for these stoves. The purer the better. Unfortunately, it's hard to find the best stuff. SLX is probably the most widely available in my area, and the can doesn't report its purity that I can remember. It's cheap and an 8 or 12oz fuel bottle will get you through in a pinch. For the most part, these stoves are not meant to replace your MSR or Coleman duel-fuel, they're just a lightweight alternative and are handy to have and fun to make.
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DON'T BE SCARED
-Stretch