I don't smoke, but I absolutely adore the sound that a Zippo makes when flicked open and struck, and wanted to get one a while back. I was kind of appalled at the fluid pricing -- the Zippo-brand fluid is even pricier, and I've seen the Ronsonol fluid itself recommended as a lower-priced alternative.
There are a lot of other things that people can burn in the refillable lighters, but I went through various testing that other people did and tried some myself, and none other than naphtha are really satisfactory. Some -- like white spirits -- aren't volatile enough, and won't maintain a consistent flame. Some, like gasoline, or low-water-content isopropyl alcohol, are too volatile and evaporate even more quickly than the regular fluid does or risk making an out-of-control fire.
Also works for the hand-warmers, which use the same fuel (and go through a great deal more of it than the lighters, so it's more-important there).
On an side note, I really wish that lighters of that sort would introduce some type of gasket that isn't dissolved by the fuel to help reduce the fuel vapor leaking out of the device when closed, or maybe some sort of other mechanism that seals the fuel reservoir off when the lighters are closed. As it stands, for a regular smoker, the fuel loss isn't a huge deal, but for someone who infrequently uses a lighter of the sort, the fuel loss is much more obnoxious -- it only takes several weeks for the reservoir to empty itself, in my experience.