Stingpuller is Jeff's screen name. He claimed that in his neck of the woods, he was (at the time of the DP challenge) scoring CNG for 70 cents/gallon. That's a big score pricewise. Not sure what it goes for (or even where to get it around here) but I bet it's more than 70 cents.
It was a homebuilt system from a guy on DP that makes propane kits, and he made the CNG for Jeff. He also said that he's gotten as high as 50+mpg (on fuel) when running the kit on the highway. So it doesn't sound like he was paying through the nose and that it was definitely worth it for him. Now, if you don't have access to cheap CNG, then it's probably not economical. Jeff tore down his motor to build it last weekend, and made a thread elsewhere that he couldn't believe how clean his pistons were, no flower pattern or anything, for what it's worth.