Fire Staffs are for outdoor use only. There are very few exceptional circumstances where a fire staff would be used indoors (on stage during performances is probably the only exception). Therefore, unless performing onstage, smoke is not an issue, so Paraffin (Kerosene) is the cheapest and most popular fuel. Cleaner fuels can be used, like lamp oil (a kind of purified paraffin) which will produce less smoke and soot and so will make your equipment easier to clean, but it costs more.
As with all fire equipment it is important that you avoid over-fuelling the wicks and prevent fuel from running down the shaft onto the grip. This can be done by dipping one wick only, then shaking off excess fuel with repeated ‘swishes’ (swipes or flicks) of the wick towards the ground. Then, and only then, you can dip the other wick and repeat the process.
Failure to do this can result in burning fuel flying through the air and starting fires (or burning your audience).
If you do get fuel on the shaft or grip of your staff you should wipe it off with a slightly damp cloth immediately. If you get fuel on your hands or clothes - DON’T light your equipment! Instead, change your clothes and wash fuel off your skin immediately.