Isopropyl (rubbing) alcohol creates smoke and soot when it burns in almost any stove. Dematured alcohol will burn cleanly, leaving no soot.
Denatured alcohol is sold as "Denatured Alcohol/Marine Fuel" in the paint sections of all hardware stores. There are many brands, with no difference because their content is federally regulated. Denatured is ethyl (grain) alcohol with some methyl (wood) alcohol added to make it poisonous and unsuitable for recreational consumption. Fuel line de-icers such as Yellow HEET are also denatured alcohol. The Red HEET is isopropyl just like rubbing alcohol. Fuel de-icers vary in alcohol content from regulation denatured to almost all methyl. Look for store brands as well. Read the label.
Isopropyl is good for kids' use because you can see the flame in daylight, unlike the flames of ethyl and methyl. You can also buy it in any grocery or drug store (over 90 percent is most efficient. If you can stand the soot, isopropyl has a slightly higher heat output than the other two. Ethyl has the next highest, and methyl is at the bottom. However, you probably won't notice any difference in the field. Their vapor pressure goes the other way; methyl has higher vapor pressure and is easier to light in cold weather. You will notice that difference in the field. That is why methyl alcohol was originally recommended for Trangia stoves which were designed for melting snow at altitude. All in all, though, plain old denatured alcohol is a good deal. It lights reasonably well in cold weather, it's cheap, and it's heat output is close enough to isopropyl that you probably won't notice.