LPG = Liquified petroleum gas = propane (or butane?). CNG = compressed natural gas = methane.
LPG tanks are much more straightforward, 100-200psi (and standardized) than CNG (thousands of psi to usable amounts in the tank because it stays as a gas unless you chill it to like -100C).
NG is a lot cheaper, in theory. In theory, you could refuel at home.