If you are talking about open flame LPG fires then forget it the condensation resulting from the amount of water they throw out is horrendous.

If on the other hand you are considering an LPG boiler then very carefully weigh up the costs. To start with the boiler itself will probably be dearer than an equivalent natural gas one because it is a smaller market. As for how practical it is to run it off cylinders I do not know even if it is cost effective do you really want to be out there in -5°C changing over cylinders. I think most people running off LPG tend to have a large gas tank in the garden, so do you have a suitable garden and it will still probably require some digging to run the gas feed into the house. When you weigh up all these costs it may not be cheaper than running a gas supply in from the street assuming there is gas there.

When we were buying our house about 6 years back one that we considered had been cut off from the gas and if I recollect correctly to have a new connection put was £700 but I cannot swear on that.

Richard