Natural gas has many benefits. First of all, depending on where you live it can be much cheaper, as much as a third the price of propane for each BTU. Since natural gas has half the power of propane it can actually cost a sixth as much or less than propane per volume, but since you use twice as much it's still a third the price. Also, natural gas burns much cleaner than propane. So natural gas is better for the environment and you don't get as much exhaust from the burning propane which can end up on your food and float around your party. Lastly, natural gas, connected to your house won't run out until the gas company does in 30 to 40 years. No more tanks to refill, no more worrying about running out in the middle of a big cook out and no more carrying those heavy tanks.
Most all gas fired outdoor appliances whether they are grills, smoker, patio heaters, or fire pits come in a natural gas version. For many of these the difference is just a few parts. As I said, natural gas has about half the BTUs (amount of heat generated) as propane. Simply plugging in a natural gas line to your propane grill won't work, even if you could get the connector. If you are in the market for a new grill, think about natural gas before you buy. Most stores will have them available or they can order one for you. If you already have a propane burning gas grill contact the manufacturer about getting a conversion kit. For many gas grill models you can make the conversion in a few minutes with little more than a wrench.
Now all you need is a gas line to a convenient location. There are two things in my house that scare me, electricity and gas. I don't mess with either one because I know both of them can kill me quickly and easily. Running a gas line to you backyard porch or patio isn't something you should do yourself, unless you are a certified contractor. Contact you gas company. They will have a list of certified contractors who can do the job for you. Get a couple of bids. The whole process is pretty easy and shouldn't take more than an hour or two.
On the subject, have your installer put in a quick connect gas line so you can plug in your gas appliance easily. One product I really like is Maxitrol's Plug 1 gas connector. This connector is the size of a regular electrical outlet box and works pretty much the same way. It has a drop down cover for the gas line so nothing can crawl in and nest. It also has a on/off switch so you can turn off the flow of gas some place other than the gas appliance. If you had an uncontrollable grill fire you could turn off the gas from a distance without having to get too close to the grill. It also turns itself off if the flow of gas becomes uncontrollable, like if the gas line to the grill got cut. It&'s a convenient unit and adds a lot of safety to your outdoor gas appliances. Tell your contractor that this is what you want and he'll think you know more than you do and won't try and jack up the installation price.
So, whether you are in the market for a new gas grill or what to get away from those trips to find propane, think about natural gas. Hey, it's even good for the environment. You'll find it really makes outdoor cooking and relaxing much easier.