Search back for "canister stove" and "cold" - you'll find things, including some lively discussion.

My personal experience is I have not used the jetboil - although I *have* used their cartridges (and snow peak's, and MSR's) in my snow peak stove. I haven't found much of a difference between MSR, snowpeak, and jetboil cartridges (other than price - the jetboil's are bloody expensive but they are the only brand of 100gram cartridge I can get here!) Some people swear by these things in cold weather - I do not, although it depends on your definition of "cold". I find they work pretty good (if you warm 'em up a bit first in your hands) down to about -5 to -10 centigrade or so (that would be down into the teens for the metric challenged), and make sure you have a good windbreak so the stove heats up the canister. Below that I have a lot of problems with lacklustre performance (and an increased chance of a stuck lindal valve) - So I don't tend to use a canister stove when I really must have a a stove in cold weather below that. If I expect down to freezing and a little below it's fine - make sure you have an insulated base to run it on, and a good windbreak. if I expect a LOT below freezing, and snow melting for water, I take a white gas stove. So.. decide how "cold" you be talkin' about there. <img src="/forums/images/graemlins/smile.gif" alt="" />

I will say one thing for a small jetboil cartridge - they are easier to warm up in a sleeping bag than a bigger one.
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