The most common fuels seen are:
"Heet" Gas-Line Antifreeze and Water Remover - Easily found in the U.S. at virtually any gas station, this is mostly Methyl Alcohol. It burns well in alcohol stoves, but does have a small amount of petroleum additives, and leaves a bit of an odor behind. Great in a pinch, but not my favorite.
Denatured Alcohol - Denatured alcohol is the best choice for most alcohol based camp stoves. This can usually be found in the paint section (as a paint thinner) of a hardware store, and seems to burn slightly hotter and cleaner than Heet. I don't know if this is found under this name outside of the U.S. In the U.S. "denatured" means "poisoned." This is regular alcohol that has had poison added to it so people can't drink it, thus it does not get the alcohol tax, making it cheaper. (Still runs roughly the same price as Heet though.)
Transportation of Fuel - Many people have mentioned they prefer squirt bottles to take their fuel on hikes with them. My personal favorite container are old "5-hour energy drink" bottles. These are easily cleaned out, and hold almost exactly 30 minutes worth of fuel for me.