How about converting your 15 MPG Hummer or truck to run on CNG vs Gasoline? Assuming a proper installation of the conversion kit, there will be no gain or loss in MPG. The cost will likely decrease as the fuel is much less expensive that $4/gallon gas.
But from an emissions stand point, converting that Hummer or truck would be better than either of the prior two options as CNG burns much cleaner and produces FAR less emissions.
Until everyone starts doing it and you have to take out a loan to heat your house for the winter.
Does every station in the US carry CNG?
Do you have an idea of how much it would cost to convert a vehicle to CNG?