Personally I prefer Gas stoves, no fuel to leak on your sleeping bag, don't need cleaning. They are slightly more expensive to run, and you need to be a little prepared and make sure you have bought a new canister.
I did have an MRS gas stove, twas brilliant, till I left it behind. Now I have a real cheap millets gas stove and some cheap alu pans, they do the job, and if I lose/damage them it I don't care.
I have lots of mates who swear by their msr whisperlights, or dragonflies, but by the time they have got it out, tried to light it, realised it's not been cleaned for the last 2 years, cleaned it, nearly set fire to themselves and the barn, cleaned it again, swore, run out of fuel, drank a load of petrol syphoning it out of the car (admitedly this stage is easier with a bike) and finally got it going I've already boiled me water, made me tea, fried me bacon and am halfway through eating breakfast.
Plus my stove cost about a £20 compaerd with well over £100.