I have a gas grill that goes through an O-ring about once a year.

If you look closely at this picture you can see an O-ring where the
connector screws into the regulator.

http://www.clagrills.com/partsphotopages/00920.htm

About once a year this O-ring get chewed up and begins to leak. I've
bought the O-ring at a hardware store but I'm wondering if there is
someplace else I should be getting them from.

Is there a special material for gas grill O-rings?