Denatured alcohol is usually ethanol that is not safe to drink. That is, it has impurities that make it unsafe.

Ethanol (aka ethyl alcohol) is the alcohol found in many popular beverages.

Any type of commonly available alcohol (denatured alcohol, 90% isopropyl, methanol aka HEET) should work well in an alcohol burning stove.

A problem one might encounter would be using an alcohol with too much water, such as rubbing alcohol or most hard liquors. They might burn, but they won't burn as efficiently as a purer alcohol.