Not knowing where you are makes answering difficult. You may or may not have local (even if rural area) codes you need to follow exactly (for insurance purposes).
Depending on soil conditions you may need to wrap black steel pipe to protect it. In my area, bare black pipe lasts about three years before it rots. Stray electrical currents can contribute to this problem and you can't afford proper cathodic protection in this case.
Try using yellow polyethylene (PE) plastic gas pipe rated for natural gas. The black or orange pipe will work fine but the yellow is intended as a marker indicating gas service not to be confused with water.
You do not need corrugated stainless steel encased in plastic.
When using PE also use the epoxy-coated risers and connectors available to fit it. Don't mar the epoxy coating using pipe wrenches and when you do cover it well with PasCo or similar pipe-wrap tape.
If you have rodents in your area or for additional protection sleeve the PE inside larger OD PVC pipe and install metallic GAS PIPE label tape in trench---mostly so you can be reminded when later digging in area and also so you or someone can find your PE by using a line-finder.
Before covering trench lay in poison to keep the burrowing rodents at bay.
Be sure your trench is deep enough--typically 18-in below grade for gas service.
Run one size larger PE than you think you need so you can expand appliances later without starving for gas pressure. If a long run consider having gas company install high-pressure meter (it's not really 'high pressure', just more than the 11-in water column gas pressure output they usually install); then set a 'standard pressure' regulator at the structure entry. That way you'll always have plenty of gas pressure.
Ask the gas company if you need a drip-leg at structure entry, especially in cold weather. NatGas is usually 'clean' but sometimes especially in new lines can transport trash. May (low probability) need to install methanol into your line first winter to prevent freeze-up if lines are wetted and not dried thoroughly.
Drip-leg could be a T entered from the side with a long nipple below and cap. Above this T rise with a nipple to another T entered on side. Plug as needed. Idea is to make gas turn a couple corners and let trash and water fall to bottom. You'd be surprised what you find after a couple years of a new line.
You'll need to change jets in gas applicances. Most people will try to sell you new applicances. Have to find a competent plumber or gas-tech to do the switch. Replacement jets are getting hard to find but can be located if you are resourceful. I do my own by brazing hole and using a lathe to redrill but finding someone in your area to do this will be a challenge due to liability issues.
In your installation install more brass ball valves and T's and crosses than you think you'll ever need. Unions are handy for later work too.
Check every joint with soapy water and double-check that every connection has had wrench on it and is tight. Use quality pipe thread sealant rated for gas.
Enjoy your new found freedom from propane.
Next step would be installation of natural gas standby generator for added protection against natural calamities. Keep in mind most late-model natural gas appliances today require grid power to operate, just like your gas furnace needs power for its blower.
Please post back and advise you your project progresses so that we may all learn.
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Today's Featured Article - Madison's County - by Anthony West. Philip Madison has been a good friend of mine for quite some time. He has patiently suffered my incessant chit chat on the subject of tractors for longer than I care to remember, and on many occasions he has put himself out, dropped what ever it was he was doing, to come and lend a hand cranking handles, or loading a find onto a trailer. Although he himself has never actually owned or restored a tractor, he was always enthusiastic and always around helping with other peoples projects.
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