Tuna Can Alcohol Stove

He uses Heet in the video, but you can also use rubbing alcohol as long as it is higher than 50%, but it will make the bottom of your pot black. Obviously the higher the percentage of alcohol, the more efficient the stove is and the less black will get on your pots.

Original "Cat Stove" Design:
http://jwbasecamp.com/Articles/SuperCat/index.html

Terra Cotta Pot Space Heater

These work really well to heat a small room and they don't cost much to put together, just make sure you have a safe container/surface for the candles. I have seen people put the candles in a pie tin to contain them a little better.