I think with CNG, you need a high pressure pump/filling station (3,000+ PSI) to fill the pressure vessel. Propane turns to liquid and fills at much lower pressure, I think around 300 PSI?
Propane is more expensive, about $2.50-$3.50 /gallon depending on where you buy it, but it is pretty easy to find. I don't know of any public CNG filling stations in my area? The Tanks are expensive, and to get any real driving range out of them they need to be pretty large. I have not looked into CNG, so I don't know what price difference there is for the higher pressure tanks?

I am using the Superchips DPI system on my 2005 ram with a Cummins engine. The propane is a suppliment to the Diesel, not a replacement, but it does help with mialage. I usually use slightly less than 1/2 gallon propane to 1 gallon Diesel, and highway mialage unloaded Diesel is about 20 MPG, with the propane is 30 MPG.
Loaded towing my 28' enclosed car trailer diesel mialage is about 12 MPG, with the propane, 20 MPG.

The extra propane is getting about the same MPG as the Diesel (when used together), the savings is in the cost difference, $4.00/gal for diesel, vs, 2.50/gal for propane.