Alcohol has gotten away from some people. Russ, of
www.pathlesspedaled,com, has an entry about one of his mishaps.
He doesn't strike me as particularly careless or unintelligent.
Others have experienced similar problems.
Not being able to see the flame can take some getting used to.
Of the main stoves being discussed, alcohol stoves are the only ones that can spill when accidentally knocked or tipped over. Spills can be difficult to deal with, especially in daylight.
I wouldn't feel comfortable using these stoves in some situations (involving certain children, pets, and other conditions).
Some are more stable than others, but there are still some related issues.