In reply to tomlake:
Anything labelled paraffin will be just that, with varying levels of impurity. Lamp oil is usually sold in 0.5l or 1l bottles and doesn't cost much. I doubt B&Q sell it; you're more likely to find it in one of those old fashioned "we sell a bit of everything" DIY shops on the high street.
Coleman fuel works very well (usually with a different nozzle than for paraffin/lamp oil) if you can find any. It's clean and has a higher calorific value than lamp oil, so should burn hotter, but I've never found the difference to be that significant. I use lamp oil because it's cheaper, I know a shop which always seems to have some in stock and it means I don't have to swap the nozzle on my old Optimus stove.
Don't try to use meths in a pressure stove. It's a recipe for cold food. On overseas trips I have used ordinary petrol, but found it clogged the stove up.