All depends on where you are going.
Alcohol is quite hard to get in some countries or expensive or both. Can provide a world of entertainment using google translate to explain what you want. Don't be surprised if you end up at a liquor store or a pharmacy sometimes.
Proper camping gas canisters are sometimes hard to find, and are usually expensive in terms of bang for your buck. The cheapo butane cartridges are also now very common, we found them through Europe. No airline I know of objects to gas stoves, only the canisters.
White gas is sometimes hard to find and sometimes expensive. If it's cheap it's usually in massive containers. Can use petrol/gasoline but the additives will eventually clog up your stove. Can sometimes be cheaper to buy a gallon of white gas, decant some and leave the rest behind
Kerosine/Paraffin is the cheapest and best heat output and available pretty well world wide. But needs priming to start and is smelly when it gets on things.
Diesel burns good once primed but is the Harry Houdini of the fuel world, it's like an amoeba, it can crawl out past the tightest seal and climb walls. Dirt loves it.
You can usually get pre-approval to travel with cleaned liquid fuel bottles, they'll give you a letter and some rules to follow, but don't be surprised if you have to explain the procedures to the check in agent.