Short answer: none.

A bit more extensive answer: you should never enclose the canister (cartridge) completely. I have seen people use sheets of foil or metal (such as the windscreen that comes with the MSR Whisperlite) to encircle roughly half the canister, with the downwind side completely open; this would appear to be OK, as long as you keep the screen 3 or 4 inches away from the canister. The other type of windscreen I've seen is one that attaches to the burner head and only reflects heat upward, to the pot. (For an example, look for the windscreen Snow Peak makes for its Gigapower stove. Also, if you look at the "systems" like Jetboil or MSR Windburner - and I think there's a Primus ETA system - you'll get an idea of how those windscreens work.)

As far as what I do, I'm lucky - in the Ohio/Indiana/Kentucky region where I backpack, I'm always in the woods. That blocks a lot of wind right there. It also means lots of fallen trees (and we have some boulders, too.) I just put my canister stove on the downwind side of one of those, and don't have any real problems with breezes blowing out my stove. Putting the stove on the downwind side of my body usually does a pretty good job, too.