I know that many here have chosen to use propane fueled stoves and lanterns. These seem to be very popular these days. After just a few trips cooking and lighting with propane, my wife and I were amazed how many cylinders we went through -- about 2 to 2.5 per weekend.
We chose to switch to Coleman Camp Fuel because of cost, less waste, and because National Parks such as Yellowstone do not allow the sale of disposable cylinders. Supposedly, they also won't allow you to dispose of them within the park. I don't know how readily this is enforced.
Bulk propane would have also been another option; however, we didn't want to add the weight to the tongue of our teardrop, refill / exchange can be a pain, etc.
I worked out the cost difference for propane vs. Coleman Fuel in the following spreadsheet. Once under way, I also compared the space required to store each. The storage space considers only calculated volume (i.e. volume of a cylinder vs. the space it would take to store a round cylinder in a square box).
Perhaps someone will find this information useful?https://drive.google.com/file/d/0Bz6VOAXGGO2bQXpMMUFfQ1lTTzQ/view?usp=sharing
The key drivers of our decision to switch were cost and energy density. It didn't hurt that Coleman fuel is nostalgic and that I had my Grandparents 1959 200A Coleman Lantern.