Well, here's something to consider, the BTU ratings are different between natural gas and propane.
1 cu ft of propane 2570
1 cu ft of natural gas 1075
1 cu ft of butane 3260
Check the local prices of the available gas and that should help determine which route to go. Also consider set up prices, the local gas company may charge a steep fee to give you the natural gas you'll need. Check to see if you can locate a propane tank outside the building and pipe it in to the forge.
You should be able to check the forge to see the BTU rating it demands.