What is the best type of cold weather fuel?

First, remember to use a good windscreen in cold temps. I've found Esbit to light better with a drop or two of alcohol on the tab, raised up off the ground a bit to provide lots of airflow. If you can buy the cheaper Coghlan's tabs, I've used one underneath a Pepsi can type alchohol stove warming it prior to lighting it. It worked around 32'F but I did'nt have a thermometer so the temps' were just guesstimates'. Warming the alcohol stove prior to lighting seemed to allow the alcohol to 'gas off' enough to allow it to light, though it did use more fuel in my situaton than in warmer temps to cook the same meal.

Altitude is also going to be a factor, as the lower temps' combined with lower O2 levels are going to make lighting alcohol more difficult, than say Esbit. The thing with Esbit is that it only puts out a certain amount of energy, and is'nt adjustable, same as most alcohol stoves IMO.

I don't deal with your other two types.

White gas (naptha) is your best bet in the extreme cold… canisters don't do so well and neither does alcohol. That said Jason Klass is working on a design for a winter worthy alcohol stove.

In January in zero degree temps our canister stove simply would not burn any hotter than a match flame but we got our water to boil using a soda can alcohol stove. In fact it seemed to operate with no discernable difference from operation in warmer temps.

White gas for sure and, if you want a bomber setup, bring along the venerable MSR XGK as your stove. It doesn't get the mileage of, say, a Whisperlite but it sure do crank out the BTU's.