They start to be unrealiable from around -5*C. You can faff around with turning the canister upside down and such, but personally I can't be bothered and bring out my parrafine burners from that stage.
Else the trangia style burners are fine if all you do is heating some water for a brew or to re-hydrate som freeze drieds. Takes up very little space too if just for a day out.
The far worst I think is the small wood burning stoves...the need constant feeding and watching...turn you back to them and they burn out + you need a source of dry fuel...try doing that on any given weekend in Norrthern norway...