Hydrogen peroxide are a nasty chem, in such high concentrations anything it touches will spontaneously burst into flames, not to mention the risk of it exploding by being catalytically decomposed to oxygen + water at the wrong moment.
As mentioned before, the V2 used a mixture of ethanol and water mainly due to the additional use of this fuel-mix as engine coolant. Hydrocarbons such as gasoline/kerosene/whatever are immiscible with water, has a much lower heat of vaporization (which means they're inefficient coolant fluids) and releases only slightly more energy per total weight when the fuel is burned with an oxidizer.
So EtOH is likely to be used as the fuel. Hydrazine adds the issue with containment since it is poisonous as hell.
Another possibility for oxidizer would be nitric acid, or more specifically "white fuming nitric acid", with a concentration of 99% HNO3. It's corrosive, but can be handled since certain metals resist the attacks due to passivisation. It is also dense, having a density of 1500kg/m^3.
http://en.wikipedia.org/wiki/White_fuming_nitric_acid
It has the additional benefit of being hypergolic with a wide range of possible fuels.
EDIT: Found a chart of specific heat-of-vaporization for some fuels. Twice as high = twice as good cooling. This explains a lot:
http://www.engineeringtoolbox.com/fluids-evaporation-latent-heat-d_147.html
Consider gasoline a mix of those higher hydrocarbons, so that the HoV would be someting like 300, in contrast with the 850 for ethyl alcohol, 1100 for methanol or 2257 for water.
