They're like apples and oranges. What's normally called "Coleman fuel" is liquid naptha, basically petrol without all the additives and with less aromatic content (benzene, toluene and other nasties). Camping Gaz is a butane/propane mix in a sealed cartridge or larger refillable bottle.
Coleman fuel is good if you want a powerful stove and you need to carry enough fuel for a long stay in a relatively small space. You can normally substitute unleaded petrol although buying just enough to fill a fuel bottle is tricky at most service stations! The stoves are a little scary to light and can flare up or even suck the flame back into the tank if you don't follow the instructions to the letter. Good for backpacking on trips of a week or more.
Camping Gaz is cleaner, easier and the big refillable canisters work OK. The small cartridges are rubbish - they cool down due to evaporation of the liquid, the butane then stops evaporating and you don't get enough heat to boil a kettle. It's even worse with the cheap pierced cartridges as these have to be fitted inside a plastic casing which insulates the cartridge and keeps it cold. Good with big bottles if you travel by car.
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