This site has reviews of outdoor gear. When I'm considering a new toy, I mean, piece of equipment, I like to look here to see what others think:
http://www.outdoorreview.com/
You might take a look and see what others think of the various stoves.
Heres another site with info:
http://www.gorp.com/gorp/gear/bg_kitchen.htm
Liquid fuel stoves are cheaper to operate than the gas canister stoves. Coleman fuel is available just about anywhere is the USA. A multi fuel stove means you can also burn unleaded gasoline, so the price goes down even more. If you get a stove that uses an exotic type of gas canister you may have trouble finding them locally, as I do.
Also, you never know exactly how much fuel is left in the canister, which means packing along a spare. Ive not kept up with the developments in gas stoves, but at one time some of them could not be removed without losing the contents.
Cold affects some of the gas type fuels, as Dan K pointed out, but I think the blended fuels (butane/propane mix) have helped cure that problem.
Regarding the gas canisters freezing up in cold weather: heres a little trick I read at one of the ultralight backpacking sites. Put an inch or so of water in a second cooking pot (or the lid, some aluminum foil with edges turned up, etc) and set the canister in the water. The water will be cold, but it is still warmer than the expanding gas inside the canister, and the water will warm the gas safely. I havent tried this, but it seems like it would work.
I dont mean to sound like Im putting down the propane type stove. Since you have an MSR stove you know all about the fiddling you have to do with it- lubing the o ring, carrying spare parts, cleaning, preheating, etc. None of that with the gas canister stoves- just light it and go.
If you are interested in going ultralight the Esbit stove is a cheap alternative. I have one and really like it. (I can relate to the money issue, by the way.) You can pick them up at ebay, gun shows, army surplus stores, etc. Used ones are 99 cents here:
www.cheaperthandirt.com
The Esbit fuel is a little harder to find. The best price Ive found is here:
http://store.yahoo.com/botach/mpiescooksto.html
Home page:
http://botachtactical.com/index.html
This site has other outdoor survival goodies too- signal mirrors, etc. I havent bought anything there yet, so cant comment on their service.
Another source for Esbit:
www.campmor.com
Does anyone know of a cheaper source for the Esbit fuel?
An alternative to the Esbit fuel is trioxane, which will burn in the Esbit stove. It is much cheaper but a lot bulkier. You can find it at ebay and at
www.sportsmansguide.com as well as other places.
Keep in mind that the Esbit stove is basically good for making a hot drink or rehydrating and/or warming a packaged meal (MRE, etc). Its not intended for actually cooking.
Im currently thinking about getting a Trangia alcohol stove. Quite a few of the ultralight backpackers speak very highly of it, due to its light weight and compact size. One guy said his Trangia is 25 years old and still going. Basically it is a metal can with a lid and an O ring, so theres very little to go wrong with it. It burns denatured alcohol, which is readily available at hardware stores, paint stores, etc.
Keep us posted on which stove you decide on, and good luck.