The Hobo Stove
Take a gallon paint can (exact size not important - experiment).
Cut holes in sides of can as below:

Chuck anything combustible in and light it up.
The air flows in the bottom hole, and the aerodynamics of the
can suck the exhaust out of the top holes. This forms a vicious
through draught, and the fire burns almost white hot in a strong
wind! It also uses very little fuel. Fire temperature can be
controlled be turning can away from the wind a bit, or by obstructing
the inlet hole.
Put a pan directly on the top of the can without the can lid (unless
you are very fussy about carbon deposits on your pan) for maximum
heat transfer. Or to bake, put lid on can, and baking receptacle
on lid. Alternatively use a large lidded tin, like a biscuit tin,
directly on the can, supporting the item to be baked above the
bottom of the tin, so it bakes in the distributed temperature
of the tin rather than the direct heat on the base.
These things are unbelievably effective, dirt-cheap and fun to
make. You can easily make one on the fly with a Swiss Army knife
and a tin you pick up. You will probably find yourself making
lots of different designs just for the hell of it!! They are also
useful in that you can burn up your camp rubbish to cook your
next meal!