You will NOT get better mileage.
Propane has about 75% of the thermal potential as gasoline, so you will get far LESS mileage and much poorer performance.
CNG is even worse.
The cost per mile may be slightly less. We had a propane installation in our old XTerra. The performance is MUCH worse than gasoline.
When the subsidies for propane went away, so did the cost per mile advantage. It wasn't worth it for the poor performance and increased maintenance: propane is a dry gas and strips away the lubrication around intake and exhaust valves, and requires much more direct fuel system maintenance to keep it running correctly.
CNG is driving around with a high-pressure tank filled with an explosive gas. Is that what you want? Vehicles designed for CNG also have a system that protects the tank in a crash installed.
The payback will be very, very long now, if there even is a payback.