I think any old time off gridder will tell you that kerosene is the only way to go, but you don't want the pressurized type, you want the wick type. Stoves, heaters, lamps, fridges, kerosene is the best choice for off grid cabins or RV's. One reason they're so popular is that about the only thing that can go wrong with them is to need a new wick, and I've got stuff with 10+ year old wicks still in use.
A kerosene lamp will not make a good stove, but you can get good kerosene wick stoves fairly cheap on ebay. Those same stoves make probably the best heaters for small spaces too, because the heat is a dry heat unlike the wetter propane heat. Just turn a clay flower pot upside down over a burner.
Keep your lamp as a lamp, they use very little fuel, and many people prefer them to the LED or other types of lamps that give off a much harsher light. They are easily dimmable too which I like.
As with any fuel burning devices, make sure that you have carbon monoxide and of course smoke detectors. To date I've never had the carbon monoxide alarm go off while using kerosene, even if I had everything buttoned up tight, but I do not recommend that to others.