Natural gas has some drawbacks. The gas supply at your house is at such a low pressure that you really need a specialty burner to make it worth while. Here is what I mean:
The low pressure means that the flame is susceptible to wind, so a wind screen would be in order. A friend of mine has this model and it seems to leave a lot of black soot behind, but perhaps he just isn't getting efficient combustion. I'll stick with propane.