I use natural gas with my Ducane grill, and I also used it with my old BBQ Galore grill (forget the brand -- house brand).
I like not having to worry about having enough gas.
I never move the grill, which is about the size of a Volkswagen.
I never cook above a medium setting, and I turn it way down for chicken. Medium is fine for steaks, and grilled fish does fine on about medium low.
I do use the high setting to heat the grill, and to clean the grates, and believe me, it gets far too hot to cook anything.