If I know I am going to use a lantern or a stove later in the day, I like to fill it and then place it on the hanger/nail/whatever-holds-your-lamp/stove and let it "rest for a while before lighting it. This way I know it will run for several hours without needed to be re-filled, you know you don't have any fuel on the outside, and you avoid the desire/need to fill a hot lamp/stove.

They are about $10 at many stores and Amazon. Support you local camp store if at all possible, It may be cheaper than Amazon+shipping.