Not only is Coleman fuel hard to find in Europe, it's expensive.

Along with pierceable cartridges (which can't be removed from the stove until they're empty), Camping Gaz makes a stove that runs on resealable cartridges, so you can remove the cartridge from the stove when you're not cooking. This makes packing easier and reduces the risk of a gas leak while your stove is packed. These cartridges seem to be the new standard in Europe, the pierceable ones are becoming less common. The screw-on MSR type cartridges can also be tough to find in Europe, I had trouble finding them in Italy.

I just acquired a Trangia cookset that I've used once and really like. Heat output is not as impressive as my Whisperlite but it was adequate in sub freezing temperatures. It's very simple to use, and finding denatured alcohol is probably easier than finding a particular brand or type of gas cartridge as you move from country to country.