The down side to natural gas is you are depending on a utility which may be shut down during an emergency, this has been a common problem in Florida after assorted storms , and in New Orleans after hurricane Katrina where the entire distribution network was shut down due to numerous broken gas lines and resulting fires.
Propane is difficult to resupply in any size much larger than the 20 pound exchange bottles, my in laws live in southwest Louisiana about 40 miles inland from the coast and use propane for heating and cooking, they were unlucky enough to run out of propane about a week after Hurricane Rita hit in '05 (they had storm damage to their house, but it was still liveable, mostly roof and siding). They had placed an order for their propane tank to be refilled a week before the storm hit, however due to high demand it was not filled in time, then the propane supplier was shut down for well over a week due to evacuation of employees and lack of electricity, this was followed by critical needs customers needing resupply for their generators, etc. The end result is my in laws received their propane resupply order on a Sunday afternoon nearly 4 weeks after ordering it, and after about 2 weeks with no hot water or ability to cook on their stove.
Diesel has the advantage that you can go buy it yourself, and the infrastructure tends to get back up and going reasonably fast, there also tend to be shorter lines at the diesel pumps than the gasoline pumps and fuel suppliers will often sell you off-road diesel in 55 gallon drums which are legal for the storage and transporation of diesel in most areas unlike gasoline.