I think all the info is here, but nobody has really laid it out for you:
There are three common alcohols used for stove fuel:
Isopropanol packs the most energy per unit volume, but burns very sooty. It is commonly available at gas stations as a fuel-line de-icer called Red Heet. The bottle it comes in is reasonably light, too, so you don't need to buy another one. It is toxic if ingested.
Ethanol is midway in energy and sootiness, and is readily available over most of the world. But most governments tax it heavily, so it is expensive. 190-proof Everclear is a good source, but the bottle isn't very light. Multi use, though. (FYI- You need at least 170-proof to burn well.)
Methanol burns with essentially no soot, but is the least energetic of the three. It is also commonly available at gas stations as a fuel-line de-icer, called Yellow Heet. Also comes in a handy bottle. It is also toxic if ingested.
If you buy "Denatured Alcohol" in the United States you are almost certainly getting a mixture of methanol and ethanol. Frustratingly, even though the bottles say "denatured ethanol" they can actually be 55% methanol! And you never know what other wacky adulterants they've added- some leave a sticky residue in your stove.