(via wikipedia): A rocket stove is an efficient and hot burning stove using small-diameter wood fuel. Fuel is burned in a simple combustion chamber containing an insulated vertical chimney, which ensures almost complete combustion prior to the flames' reaching the cooking surface. It uses the same principle as the Dakota fire pit. Rocket stove designs are most often used for portable stoves for cooking but the design is also used to make rocket mass heaters for heating.
Like the beverage-can stove, it is made from found materials, but generally uses wood rather than alcohol.
In field tests in India, rocket stoves used 18 to 35 per cent less fuel compared to the traditional stoves and reduced fuel used 39-47 per cent compared to the three-stone fire, as well as a large reduction in emissions.
I archived a plan here at http://iceagefarmer.com/docs/Energy/Rocket_Stove.pdf, but search around and you can find many. These can be incredibly simple to construct; I've built these for cooking purposes with as little as a small collection of bricks. Experiment and see what works.