All fuels have their pros and cons, it is a matter of understanding the dangers associated with them and taking preventive action. Denatured alcohol has some drawbacks; it burns with an invisible flame and can be easily ignited if spilled on a hot surfaces. Do not try to refill a hot canister and be careful how the fuel is stored. Not particularly dangerous but sickening for some is the smell of its fumes. Cost wise it can be comparatively expensive and is prone to losses by evaporation. Keep the seals in place when the stove is not in use and purchase denatured alcohol at a hardware store rather than a chandlery. Personally prefer propane for overall convenience and temperature control but denatured alcohol in a non pressurized stove works well. Sorry got sidetracked; CNG as a fuel in portable tanks is on its last legs. We have a vicious circle where the lack of availability is causing a reduction in demand which in turn has caused the tank and marine stove manufacturers to shut down production. CNG lost out to Propane as the latter is the most popular fuel by far for home grills. CNG is stored at very high pressure when compared to propane and this alone made the refilling of portable tanks more complicated and less cost effective. With a dwindling demand and as we boaters just do not use CNG fast enough or in an overall volume that would support retaining some filling stations it is just a matter of time before availability ceases. CNG is lighter than air and dissipates in a well ventilate area as opposed to pooling at the bottom of the hull. The solenoid is just a remote gas shutoff valve. Since a CNG tank is usually kept in a well ventilated location it is usually accessible to use the tank valve to shut the gas off. Safety systems for CNG just did not evolve at par with propane as the gas is deemed safer. It is wise to understand that in large concentrations CNG can also be explosive and the tank, lines and stove should be kept in a well ventilated area.
Agreed about the cost of alcohol, which could make that a deal breaker for someone who lives aboard and has to cook day in and day out. The cost out here is about $15/gallon or so at the home improvement stores. For my usage pattern the cost is not an issue. As for odor, perhaps that depends on the brand of alcohol. When I do smell anything it seems to be only at first, while the burner is getting hot--especially if I have it cranked up too high at first. But then, I would sometimes get a brief whiff of the odorant in the propane as well upon the initial light up. Also, I don't find the flame of alcohol "invisible"--though it does not stand out as much as with the other fuels. And at night, of course, it is totally visible. Could the fuel brand affect that as well? I wonder.
As for refueling hot canisters and splashing alcohol around hot surfaces, I think we are in Darwin Award territory there. (Non-pressurized) alcohol is the safest fuel all-around, barring egregious carelessness.
My previous C30 had a CNG stove with oven and I really liked the way it worked and the relative safety of it, being lighter than air. But the cost and availability of fuel was quite off putting, and it had relatively less burn time on a tank. I also had one of those single burner butane "chafing stoves" that they use in Asian wok cooking. It, too, worked quite well but the butane is heavier than air so one has to use caution. And they are not really made for a marine environment.
As you say, there are plusses and minuses for each of these fuels.