Pressurised stoves run from either pre-pressurised gas cartridges or liquid fuels that are pressurised using a pump attached to the fuel bottle. Some stoves can use both gas and liquids.
Pre filled gas cartridges are filled with Butane, Iso-Butane, Propane or a mixture of the three. The different mixtures perform better in different conditions, different mixtures are available so that the customer can get the best mixture for their intended use. As a brief overview Propane performs best at lower temperatures so higher percentage mixtures of propane will burn better between 0°C and about –25°C (below –25°C no gas cartridges will work very well if at all). 100% propane cartridges are not available because the canisters are not strong enough to prevent them exploding at relatively low temperatures, e.g. inside a hot car. Butane and Iso-Butane are added to make the canister safer and reduce the cost. Butane is cheapest but will not burn below 0°C so it is not ideal for cold weather. Therefore an Iso-Butane and Propane mixture is best for cold conditions but the most expensive. For more detailed information have a look at the following
www.bushwalking.org.au/FAQ/FAQ_mixtures.htm#Mixture
Europe, Asia, Africa and the Himalayas
Cheap and easily available. Works well up to about 6500m
But
Dirty, will gunk up fuel lines quickly, requires
priming with a different fuel, like meths
Petrol, Unleaded petrol and Benzine
Everywhere with vehicular access
Widely available, cheaper than white gas and cleaner than paraffin or kerosene. Can use petrol as a priming fuel. Efficient up to 6500m
But
Fuel line can clog quite quickly and will require regular maintenance
White gas or Coleman Fuel
Europe, North and increasingly South America
Very clean and efficient up to 6500m can be used as a priming fuel.
But
Expensive
For extended use gas stoves are not so good as multiple canisters are bulky to carry and hard to dispose of. These gas stoves are good to about -25°C depending on the mixture of gas used. Warming the canister will increase the efficiency of the stove and as a general rule if you can comfortably touch the canister then its ok, if it feels hot then turn the stove off and cool it down.
Liquid Fuel Stoves:Often known as multi-fuel stoves these stoves will normally burn a variety of the fuels shown in the above table. This allows them to be used all over the world on whatever fuel is available locally which is a massive advantage on expedition style trips. These stoves require a bit more maintenance than gas stoves but it is normally quite easy to perform in the field and they are reliable for extended use. Spare washers etc is available and is recommended for extended trips.
Examples of multi fuel stoves
To run a multi fuel stove it has to be connected to the fuel, pressurised using the pump, primed (to make the jet hot enough to turn the fuel to gas) and then lit. Once lit the stoves will burn powerfully and quite efficiently.

Multi fuel bottles (left) are designed to be pressurised, never use a water bottle as a fuel bottle!