Paraffin (UK) is identical to kerosene (US). I invite translations from down under :) In the US paraffin means a solid wax (candle wax). It is a mixture of mid length aliphatic hydrocarbons. It burns with a smoky flame, is fairly bright and is pretty safe - it has a low vapour pressure.
Coleman fuel (US and available around the world) is a fuel for portable stoves made by the Coleman company. It is called naphtha in the US which is a very unscientific name for a mish mash of the cracked products of rock oil. In England go to a Shell outlet (petrol station) and ask for SBP4. In Germany go to B.V. station and ask for Aral SS, Aral Super or similar product (produkt? :)). In a chemist in Germany you can ask for Waschbenzin or Leichtbenzin. That's chemist as in drugstore (US). This info comes from the Coleman company and these fuels are what they recommend for use in their stoves when abroad.
Alcohol - various forms. Ethyl acohol is also called ethanol or very very strong vodka :) Clear and wimpy flame, no use in daylight at all. Meths (methylated spirit, industrial methylated alcohol) is ethanol with a little methanol added to make it undrinkable (poisonous) and usually some pyridine or liek chemical to make it undrinkable (tastes bad, emetic). Methanol is very nasty and to be avoided. Rubbing alcohol (dead cheap) also wimpy flame (this is isobutanol, or 2-methyl propanol if I remmebr my IUPAC naming convention).
Petrol (gas in the US, petrol in Oz) is not to be juggled with. Just put it in your motorbike engine and let it burn there...
Charcoal lighter fluid or barbecue starter fluid can be just about anything. Tends to be pretty smoky, sort of half way between paraffin and Colemans. Aviaition fuel is heavier than paraffin (ie a heavy fraction of the oil crack) but will burn OK on torches. If you live near an airport, great :)