I suppose I've had 20 or so stoves since I got my first Hank Roberts in 1974. There were surprisingly decent stoves available back then.
More recently, having done the Ti-Pot/Giga/Pocket Rocket thing (neither of which impressed me much), I settled on a Jetboil Ti 2.5 years ago. Uses about half the fuel of the Giga, while being essentially as light (and lighter on longer trips because of its fuel-miserlyness).
The Jetboil Ti is one of the most impressive pieces of gear (or "kit" if you're from British Empire, which I ain't) I've seen in years. Truly revolutionary.
The older Jetboil (got my first of those in 2006) worked "ok" down to 15-20F and the newer jetboil works better down to around 5-10F.
Below that a good White Gas stove makes the most sense. Hard to beat an MSR International or old Svea 123 there...