I'm using the Blue Rhino gas technology mainly because my old friend Judo Dave started this kind of business and it still sounds like a great idea. Instead of taking your LP tank down the the RV/Camping store and having someone fill it you just go down to the neighborhood hardware store and swap the empty for a full tank.
To break in the grill you need something with a lot of fat to get the thing greased up properly. I chose Italian sausage. After lunch I'll start the pulled pork with significant modifications based on my expertise.