|A backpacking type canister of gas.
And besides that, there's a lot to suggest that all the major brands except Coleman are made by the same company in South Korea.
The newer orange label Coleman canisters do not work with many brands of stoves. The older green label Coleman canisters typically have worked fine.
A few years ago, I noticed MSR changed the shape of their canisters, the hue of their red color, and their caps instead of flat were more raised, had a more separated pull tab, and had a little hole and a square on top. The following year, Snow Peak Canisters, which had relatively flat caps with “Snow Peak” molded into them became… you guessed it, more raised, had a more separated pull tab, and had a little hole and a square on top, and whereas they had always been labeled “made in Japan”, they now were clearly labeled “made in Korea”.
|An old Snow Peak canister, left, and a new Snow Peak canister, right.
Note how caps have changed and that the shape of the canister has changed subtly.
|Gas canister from three major brands. All have the same shape. All have the same cap.
It was pretty clear to me that whereas before there had been a diversity of canister caps, countries of origin, and canister shapes, there now was only one. They were now all being made by the same manufacturer.
A little research revealed that the Taeyang Industrial Co. Ltd. of South Korea was the largest manufacturer of gas canisters in the world, controlling about 75% of the market. Then, I found this photo of a Kovea gas canister on-line:
|A canister of Kovea brand gas, clearly marked "Taeyang Ind. Co., Ltd.". Note canister cap.
So, pretty much all the major brands are actually manufactured by the same company. The blend of gas and the labeling may vary, but the physical canister is identical.
Before, when there were a greater number of manufacturers, one could interchange canisters because of the 7/16 UNEF standard thread. Now, they are literally identical.
Why do stove companies say to only use their brand? Well, to sell more canisters for one, but also for liability. If you use some other brand of canister and something bad happens, they can say in court, "well, we warned you not to use other brands of canisters."
While it doesn't really matter which brand* of canister one buys, gas blends do vary. The composition of gas in a canister, typically some mix of propane, isobutane, and "plain" butane, doesn't matter too much in warmer weather, say no colder than 50 Fahrenheit/10 Celsius, but the colder one goes, the more the blend of gas matters. In cold weather, the general rule of thumb is to avoid butane and stick to canisters that have a propane-isobutane blend. Propane is generally the best cold weather fuel – but if it's mixed with just plain butane, avoid that brand. An isobutane blend, even if it contains less propane than another brand, is going to perform best in cold weather. For more on this subject see What's the Best Brand of Gas for Cold Weather?.
The bottom line? Except in cold weather, just buy whatever is cheapest.
I hope this is helpful,
*I'm speaking here of major brands in developed countries. China, for example, has many smaller manufacturers of gas canisters. Chinese canisters have reputation for leaky valves and for having impurities in the gas that can clog stoves. Many travellers simply refuse to buy Chinese made canisters even if they are the cheapest in a given area.