I use a Weber with bottled propane gas since piped natural gas is not available on my road.
It is convenient. A single 15 pound tank will last more than a month of normal grilling.
I always keep at least 4 full tanks around so I am ready for a big grilling party – or a disaster.
Wood or charcoal has a reputation for tasting better, but I am not convinced. After my grill has cooked a dozen hamburgers or so it adds a nice smoky aroma to the food. But I’m not Jamie Oliver.
A July 4th party with 50–60 people will go through about 4 dozen hamburgers and 4 dozen hot dogs and grilled veggies. That will use about ½ a tank at a cost of about $8 to $10.