I got this idea from another poster at another forum several years ago. Sorry I can't give him credit because I don't recall his name.
I've used this bottomless gatoraid bottle for my MSR Pocket Rocket for several years now. It weighs 2 ounces. The carrying case that came with the stove weighs 1 ounce so the net weight of this thing is 1 ounce.
It allows me to leave my stove assembled while backpacking. Very convenient! I just pull the gatoraid bottle off the stove and am ready to cook. The bottle also provides good protection from rain, sirt and snow when the stove is not in use and sitting around camp. The bottle can be used as a water scoop too.
I like leaving the stove assembled while on a trip. It reduces the chance of cross threading during the trip.
The bottle fits tight enough so I can just push it onto the cannister and throw it into my pack. I've cut a couple of V shaped pieces out of the bottle's bottom sides so I can easily grasp the cannister and remove it from the bottle.