I Use LPG
And am very happy with it. I have two bottles, both are made of stainless steel and were not cheap. Both are legal, one is set in a dedicated locker with its' own scupper drain that goes straight out the side of the boat next to its' storage compartment, there is a spare identical on the opposite side of the boat. Both are factory set ups. They require periodic inspection, which I have done at Arcet, my idustrial supplier that I work with. They are 10 lb. bottles and still cost me $10.00 for a refill. I have a solenoid valve that is electrically controlled and of course like the LPG tanks you use for your grill, they have their own valves that you physically open and close. I don't mess around with those little bottles you get at "Came Apart" or "Wally World" since like others have said are dangerous and are prone for leaks.
We have a 3 burner stove and an oven in the galley, that is on a gimbal, The Admiral hates the gimbal and won't use it. We usually have Thanksgiving Diner that she prepares on board and includes all the fixings with including pie. It is one of the favorite times of the year we have on board. Up top mounted on the stern rail is a Magma Stainless grill that is a monster, I think it is the Avalon model. The only reason I have it is because a group of friends bought it for a "House Warming Gift" when we got the boat since I wouldn't fork out 700 bucks for a grill, but it is 818 polished stainless and a really nice perk. It is extravagent as hell, but nice and when we 8 to 10 people or more on board, it makes grilling really nice and easy and we all get to eat at the same time.
I don't have a leak detector, yet the solenoid valve switch located on the electrical panel at the Nav Station has a red LED that remains illuminated when the valve is open. Instead, of relying on something that is subject to failure (as Maine Sail has indicated) we just exercise common sense and awareness like we do with everything else on board and know that it is dangerous and exercise extreme caution and haven't had a problem. It is like water, all around us, necessary for the support of life, yet if you stick your head in a bucket of water and hold it there, you stand a good risk of drowning and dying.
I think people get into trouble when they let down their guard and don't pay attention. As long as we are careful and aware of the fact that at anytime anything can happen and stay prepared with a game plan or course of action to take, then we have a good time and stay safe. With any material that is flammable, you can't be to cautious. If you have gas on board, that is a hazard, yet if it is managed properly, it can add value to your experience. White gas, alcohol, LPG, anything flammable just requires the exercise of caution. BTW, I also carry 6 ABC Fire Extinguishers that are place strategically from one end of the boat to the other and inspect them once a month. When I do my monthly, it includes taking them out of the mount and inverting them and tapping on the bottom with a rubber mallet and turning it back and forth several times to insure that the dry chem doesn't settle out and that it stays mixed. Every 5 years a hydro-test is required, in lieu of that, I replace them since the cost is the same. Again, at least I hope that if something happens, Heaven Forbid, I have a plan to keep the boat from going to the water line. If that happens, that's why I have insurance and hopefully my guests on board and I will get safely off without harm.
Wow, didn't mean to ramble, just wanted to stress how important it is to be careful and safe, since this is something that is very dangerous and you can't be too safe. Enjoy the fine meals you come up with when you figure out what to go with. Check out the Force grill also in addition to the Magma. Go with Stainless so you don't replace it real often.