Originally Posted by CliftonGK1

The MSR Pocket Rocket is an isobutane stove, not white gas. I've got the same stove, and it's fantastic for everything except the following:

High altitude
Extreme cold

Isobutane canisters are horrible in either of those two conditions, and that's where you want a white gas stove (MSR Whisperlite, XGK, Dragonfly); anything that comes with an external liquid fuel tank that needs pump pressurizing.

Now, the benefit to an isobutane stove is that they're easy to get lit, they burn pretty well in anything up to a moderate wind, and they're very lightweight. The drawback is that you can't use a heat shield because your flame is directly on top of the fuel canister. Isobutane is pretty cheap, and you can find it at camping stores and even Target and X-marts.
The benefit to white gas is that you can buy it at pretty much anyplace in the world, many white gas stoves are multi-fuel (kerosene and unleaded gasoline too.) You can use a heat shield because your fuel source is separate from the flame. But they're kinda a PITA to get lit, what with priming and all. And if you have too much fuel in the priming cup you can make quite a flaming mess of your campsite. You can refill your white gas canisters, but isobutane canisters need to be disposed of/recycled properly.