I found this PDF from UNESCO
It would seem ethanol (denatured alcohol) is top of the list, but petrol is pretty good and probably more cost-effective. The both have similar densities (about 0.7 kg/l). No data on white gas, but given the chemical content of it, I shouldn't think it's too far off petrol. However, as Zoul points out in the comment below - ethanol releases its energy slower, so it isn't all that useful.
Another consideration is soot - petrol can leave a fair bit of soot, and dirties up your jets. Ethanol burns a lot cleaner (denatured alcohol may soot up some more, because of the additives).
Personally - I use an omni-fuel burner which could burn propane, butane, white gas, petrol and kerosene. Most of the time, I use Coleman's fuel (a type of white gas). I found one litre of that would easily last me three days of breakfasts, dinners and cups of tea.
I also think ethanol burners are pretty dangerous - they're prone to being kicked over and spreading burning fuel, and the flame burns clear.
Update: an alternative to liquid/gas burners are hexamine fuel blocks - they're what I used to get when in the Territorial Army, and one block will boil a pint of water and last for several minutes (great for boil-in-the-bags and leaving a water for a brew). They're pretty light-weight, and the burner is simply a foldable tin stand (saving weight from a liquid/gas burner).