As you are asking for a stove I'm assuming what you are really interested in is actually cooking/warming up water or food, and not simply the energy density of the fuel. (Btw, for fuel naming, see also How are camping fuels named in different languages and geographies?)
Multiple factors play into this:
- Energy density of your fuel
- Container you (need to) carry your fuel in
- Heating efficiency of the stove + windshield + pans setup
- Weight of your stove + pans
For the energy density: you can look this up easily on a table such as e.g. here on Wiki. Propane / Gasoline / Diesel will be about as high as you can get, but the differences are minor. I'd say unless you're going for treks longer than one week fuel weight itself will not be a very major issue, so optimising here will have little effect.
Some fuels require more elaborate (read: heavy) containers. Propane for example you'll only be able to carry in a pressurised gas container of fixed size. Apart from the containers weight itself this also means that you can't really 'tailor' the amount of Propane you'll bring with you... Compare this to ethanol, for example, which you can fill into a small plastic bottle (of the right type) to exactly the amount you will need for your trip.
Probably most important is the efficiency of the stove you'll bring. Some stoves have enormous power output, but without properly sized windshields, good pans (and lids!) etc. you'll mostly be heating the environment. Some stoves are simple and of lower power, but come with fully integrated and very efficient windshields and lids (e.g. the ones by Trangia). The efficiency of your setup can also vary greatly with the ambient temperature, your altitude and prevailing winds, so there is no single best answer here.
Of course the weight of stove, pans and fuel overall is mostly what you're interested in eventually, as this is what you'll carry on your back. As always there are trade-offs: more efficient stove setup means less fuel needed, but the more efficient stoves tend to be bulkier/heavier. Longer trips will require you to plan for more cooking, i.e. more fuel, which means that fuel weight/efficiency is of higher importance. On very short trips a minimal overall weight might be reached by a simple but inefficient stove - when only cooking once or twice you might not care if you use twice the amount of fuel.