I had a Shogun with LPG about four years ago and would agree with the previous comments, it towed as competantly with LPG as petrol - watch out for where the gas tank goes though.
The Shogun had an underslung LPG tank but this meant sacrificing fuel capacity, with only space left for a 25 litre petrol tank. This effectively ruled out using the vehicle in Spain where LPG is available only in large cities and cut the range drastically when the LPG had run out.
If you need space inside the vehicle then twin torpedo underslung or doughnut tanks which fit in the spare wheel well are probably the only options on most 4x4's.
Range Rovers and Jeeps fitted with the latter type of tank are very popular and of course let's not forget the main reasons for conversion - fuel costs are 40% less and you will be driving a "green machine". Some conversions, dependant on vehicle age and type of conversion, are even congestion charge exempt.
One further not much trumpeted advantage of an LPG car, particularly with a a doughnut tank is the combined range of the vehicle - my LPG Vectra estate (you can tell I'm a fan can't you) ccould do 750 miles with both tanks full and thats quite useful if you are touring.