Here's a natural gas unit but it'll set you back a few coins $316 I think.
http://www.tejassmokers.com/newproducts_page4.htm
I don't see any reason building your own out of an old water heater burner wouldn't work. If you know what you are doing or have somebody build it for you if you don't but that'll probably cost as much or more than the above unit with considerably less BTU's.
If the tanks are a problem consider getting a large stationary tank they come in 125 gal. 250 gal. 500 gal and 1000 gal. They also make portable tanks larger than the ubiquitous 20 lb. tanks I think they also come in 40 and 80 lb. tanks