For my MSR liquid fuel stove:
I turn it on, let a bit of fuel into the stove, then turn it off.
Then light that, and let it burn down a bit to preheat it, before turning the fuel on again.
This means I can use both hands for the lighting, so I can use a firesteel or matches.
This is what the instructions say to do, and it usually works fine. Just make sure you don't let too much fuel into the stove at first, otherwise it can go woosh a bit when you light it... About a teaspoon is enough.