I just made two of the Pepsi can stoves using the easy method listed above.
I didn't have any denatured alcohol, but the instructions said that nail polish remover would work. Well, it didn't. Maybe the dollar store crap we have is missing something.
So I decided to try aerosol automotive starter fluid. I filled the stove, capped off the fuel filler and tried to light it, but nothing happened initially. After priming the stove by applying a flame to the side, the burner lit up. After a minute, the flame was too high, but not out of control. So I made a second stove with only eight holes, these much smaller than the first. I filled it with starter fluid and lit it, letting this one burn for about fifteen minutes. Success!
One lesson learned, since I intend to make more of these, is that miniscule differences in the size of the burner holes make a big difference in the height of the flame out of each hole. I'll use a small drill bit (instead of a hammer and nail point) from now on for uniform hole size, and thus uniform flame height.