A windscreen will make any stove more efficient. I've heard that using a snug fitting wind screen with this type of stove can overheat the canister but I've never found that to be true...but then it's rarely super hot where I live.
The canister stoves with remote canisters circumvent this and also work better in the cold because you can flip the canister upside down. The fuel is then vaporized in a section of the inlet piping which flows over top of the burner. I have a Trangia burner I got from a friend (he thought it was too much work and bulky to use with his Trangia 25 kit) made by Optimus which is top quality. I've been trying to figure out a way to adapt it to work with the stove in my Crusader kit so I can use more types of fuel with the same kit but it's just too big to fit inside. Unfortunately it can't be used on it's own as it has no stand and no pot holder.