Grills that are hooked up to natural gas, usually off a gas line that is coming out of your home.  Freestanding grills are usually hookup approximately by a 10-foot rubber hose line to the line coming out of your home.  Built-in grills are typically hooked up with a steel flex line or possibly hard piped.

Typically grills under 55,000 btu are hooked up to a 3/8" gas line, with grills over 55,000 btu are hooked up to a 1/2" gas line.  It also depends on what other gas appliances are installed on the line.

A natural gas grill is cheaper to run than propane or electric grills.