Lighter fluid is the best substitute for Zippo fluid. Any liquid that burns can be used in a Zippo, but some alternatives are hard to light and others evaporate quickly.
Zippo fluid is similar to napthalene, the same substance that is used in a camp stove. Alcohol is volatile and should not be used; it also evaporates too quickly. Gasoline works, but it is extremely dangerous, as it is hard to control. Lantern fuel could also work, but it does not light very well. Lighter fluid or napthalene would be the best alternatives for using the Zippo safely without having to refill it frequently.