Natural gas is the only way to go...
Natural gas I think is the best option for a gas grill. No tanks to change and no running to the store when you find you are out of gas. My nat. Gas webber is going on 25, I have replacrped the flavorizer bar with stainless years ago and opted for the cast iron grids, the best grill material to grill on in my opinion.
Enjoy your new grill!