I found it an incredibly messy bit of kit (i used either coleman fuel or unleaded petrol)
It used to get covered in soot and moving the legs to set it up or pack it left my hands filthy.
I agree that does do my head in a bit as well, if I can wait until it's cooled the soot wipes off easily enough with a tissue though. I drop the burner into a zip lock bag too for transporting.