I've looked into this a few times, but it wasn't cost effective for me. It would have taken me 5yrs to cover the cost of the conversion, which is why I've recently bought a diesel. If you do a lot of miles, and have a fairly new car, it may be worth your while.
I've run a fuel protest forum for the last 5yrs which came about from the last fuel protest, so fuel prices are a pet hate of mine. A lot of people just put £10 or £20 in the tank and wonder why they're getting less mpg, not realising they're getting less fuel than they once dod for their money. They don't look at the price per litre and notice it going up, or realise that about 70% of the price is tax.
At the moment the price of LPG isn;t bad, although not as cheap as it once was due to the Gov't putting a tax on it a while ago, albeit a lot lower than on other fuels. Thing is will it stay that way, or will they up the tax once it becomes more common. The same scenario that happened with diesel.
Have a look on the LPG conversion site for more info if it's for you, and a calculator where you can work out how much you'd save against cost.