Case in point: The Primus Alpine Power Cook stove ($65; www.suuntousa.com/products_primus.htm). It's a canister-only stoveand a very good one at thatwith a big cooking surface. And, it has a companion piece in the Alpine EasyLight lantern ($50), a compact, sturdy lantern that generates the equivalent of an 80-watt light bulb. It runs off the same canister as the stove, and any canister with the widely available Lindahl valve will work. The Primus OmniFuel ($140) that you mention is a great stove, maybe the best multi-fuel stove out there. It runs off liquid fuel as well as canisters, but it's more stove than you're likely to need. For simplicity's sake, I'd stick with the canister-only designs.
Of course, you don't have to stick to one brand for both the stove and lantern. A very clever lantern that's new this year is the Brunton Liberty ($110; www.brunton.com). The great thing about this one is that it doesn't need a lanternmeaning, those mesh globes that act as a light filament but that are of course fragile and fussy to install. Instead, it uses a nearly unbreakable platinum element. And, because it uses fuel with a Lindahl valve, all sorts of canisters fit to it. So you could get one of those along with maybe an MSR WindPro ($70; www.msrcorp.com), which has the advantage of coming with an excellent windscreen.
Read more stove reviews and advice in Outside's 2004 Buyer's Guide.