Gasoline as a motor fuel has 125,000 btu per gallon.
Propane is a different animal since it has so many different grades and qualities but the chart here says 95,000 btu per gallon.
Natural gas is about half the energy of propane at 1050 btu per pound vs. propane at 2500 btu.
Btu energy to hp is a hard if not impossible thing to convert between but you can see from the heat energy numbers that propane has about 3/4 of the energy of gasoline and natural gas has just shy of half the energy of propane.
Right now at the pump price of natural gas and the $3.85ish price of gasoline you will make it out ahead by a scratch by converting to natural gas and pretty far out in front by converting to propane.
Also keep in mind that we in America are sitting on an ocean of natural gas reserves.......