by retain heat, do you mean you want to bake with it?.... my own choice is naturally the one you don't want, namely propane... there are multi fuel camp style stoves burning proprietary fuel like Coleman fuel, that also work on unleaded gasoline.... there are wick style stoves favored by a many in the Oriental community that burn kerosene... there are do it yourself rocket style stoves made from red brick or cement block that can use wood... charcoal briquettes in a hibachi style with a cast iron Dutch oven would work for baking...

do you want any form of portability? any restrictions on fuel other than no propane?