Here is something to think about as a different option to a convertable bag system. Get a bag you are comfortable in when you will camp MOST. If this is not winter, you can add an overbag (bivy) or a liner to add insulation for cold temps. A bivy inside of a tent in winter will keep you (me) surprisingly warm with even a mild weather bag. Then again, I tend to sleep warm. You really just need to be honest with your needs, too many people think they NEED different setups, just to have them sit in the closet. If it is something that you have found a need for, try it out and let me know how it works.
As far as the stove question. Canister stoves may have trouble at extremely low temps but that shouldn't be much of a concern. There are tricks you can use to keep the canister warm such as taping a hand warmer pack to the bottom of the canister or insulating it from the ground (wood, small piece of closed cell foam). If you are concerned about mild winter conditions, don't be. You should be fine. One thing that is noce in winter is something to insulate your pot while cooking. MSR makes a heat exchanger does the trick.