Alcohol can be exciting
We had an alcohol stove for a few years. We were advised to take the burner into the cockpit to fuel it before lighting it back in the galley. It was sometimes tricky to tell if it was actually lit. Then I've heard of interesting experiences with the pressurized alcohol stoves.
A few years ago I took a captain's course in the middle of the winter. The instructor had a great story about lighting an alcohol stove and catching himself on fire. He had to jump overboard and immerse more than once to douse all of the flames.
I suppose there are horror stories for CNG (our boat) and propane, but I haven't heard any. I've also seen small butane stoves. It has been said that the difference between propane and CNG is that propane blows up the bilge and CNG blows up the cabin top. Though CNG is much harder to get even in the US, I like the idea that it can at least in theory leak out of the top of the boat instead of lurking in the bilge.
In any case, I don't miss the alcohol stove on our first boat.