I have an open jet stove. Some guy on backpackinglight.com makes them for about $5. I've had it for about a year now. I have never tried it below freezing. I also have an MSR isobutane stove (pocketrocket, I think it is), and am gonna try that out this winter. The alcohol stove, you just cannot beat for weight or fuel availability though. Or for simplicity, for that matter.
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my adventures