Oddly enough, Zippo brand fuel is the best, and at no premium, generally. Smoke shops carry it, as they do Zippo flints, which are also better -- 1 strike VS. 2 on a cold lighter.

If I sound like an afficianado, I am. I think that it was general Guderian that was criticized for smoking during WWII. His response was that tobacco had been friend, fuel, and fire to him when no man was.