>>363941pt. 2
Pictured is one of them there fancy Jetboil stoves, with its special pot. They not as lightweight or compact as a collapsable pocket stove, but if you know you're going to be out in the cold or just want to get the absolute most out of your fuel canisters then they're awesome.....but kinda pricey.
Me personally? I've got the Primus trail classic pictured in the previous post. It's simple, durable and it only costs $20. As long as I'm using a small or medium sized canister and remember to shake it when it gets low, I haven't noticed an serious gap in efficiency between it and my friends' fancier MSR and Soto stoves.
So when you're shopping for a canister stove, the basic questions to ask are stuff like:
Are you going backpacking or car/base camping?
Do you need a bigger burner for cooking? Or just a small burner for boiling water?
How lightweight/compact does the stove need to be?
Are you going to be using it out in the cold occasionally or frequently?
On that last one, if you're going to be out in the cold frequently (like snow camping, back country skiing or high altitude mountaineering) you may want to consider a liquid fuel stove over a canister stove. They take more practice and maintenance, but they aren't as affected by temperature and altitude as a canister stove.