well i have bought several types of lanterns:

The "storm" lanterns, which are basically oillamps. They cost very little, verly reliable, but there output is not impressive at all. (mine is rusting away somewhere...)

A pressurised gasoline/petrol (coleman) lantern, which pumps out loads of light and heats. They are expensive and petrol can cause some storage problems, but when rotated not an real issue. They perform very well in the cold, which isn't the case with propane/butane lanterns. The mantles are however more fragile than propane lanterns, because they only hang from one side. ( i sold mine, because of it's size and weight, making it useless for my normal use for a lantern: hanging out in the woods)

A ultralight weight propane/butane lantern, with a metal screen instead of a glass. Very light, not as much light as the gasoline lanterns, but still lots. I use small valved propane/butane cannisters on mine OR i use 190gramm puncturable tanks in a adapter, which allows it to be used as a valved tank.

I personnally prefer stoves and lanterns that uses the "standard" valved propane/butane tanks and buy a adapter which allows you to use puncturable tanks (much cheaper at 95 cents each). They also make a simple adapter to convert a campinggaz tanks in to a standard valved tank. (i haven't seen vise versa)