A small stove and a medium saucepan is one of the "essential" luxuries. Being able to have coffee and a hot breakfast in the morning, and a hot dinner and chamomile tea in the evening does wonders for your morale. It also allows you to pack more dried goods (instant rice, pasta, couscous, etc) since you can now cook.

I've got an old Camping Gaz burner nested in a 2 qt saucepan, instant cofee, and about 5 days worth of fuel in my kit. If you want to go super cheap and light, an Esbit stove ($10-$15) will heat up water. Going up the cost scale are the Wal-Mart propane stoves ($15-$30), basic backpacking stove ($30-$70), and the ultimate is a multi-fuel backpacking stove that will handle gasoline, diesel, kerosene, and the usual stove fuels ($100+)