Lots of useful information here:
http://www.transportenergy.org.uk/transportenergy/individual/
Save yourself a lot of problems by looking on the Powershift register for approved conversions - you may be entitled to a 100% discount on the London congestion charge (and other cities as they introduce the charge) Of course, being in Scotland means London is bugger all use to you
Whatever you do make sure you get a conversion done by a member of LPGA
www.lpga.co.uk otherwise lots of insurers won't touch your car with a bargepole. LPGA should be able to give you help in identifying a local installer who can convert your specific vehicle.
As for buying LPG, when I had my Discovery I got a cracking discounted fuel deal from Countrywide - the countryside stores company. They have a network of unmanned LPG pumps around the south of England and the midlands. All you do is roll up, insert a special microchip key and PIN into the pump and fuel up your car. They send you a bill each month and you pay for the fuel by direct debit. Very nice, very quick. Not sure what the deal is for Scotland though.
If you are going to be using shed loads of fuel you can get a tank installed at home, but this is very expensive. Calor and or BP Autogas should be able to give you costs.
There is a sneaky (and illegal) way to cut costs even further by buying the huge Calor gas containers, turning them upside down in a cradle (so you get liquid rather than gas) and then using a manual pump to transfer the LPG into your car. It is illegal because vehicle duty and 17%VAT is not paid on the heating gas. I couldn't condone this approach although the equipment is easy to get hold of.
As for savings? Well it was pretty much the only way that I could afford to run my Discovery. MPG was less - around 15% - but the fuel was half the price. Right now it might be even cheaper in relation to petrol.
Another bit of advice is to go for the biggest tanks you can. I had twin underslung 30 litre tanks on my Disco which gave me 45 litres of gas. That sounds a lot but at 13mpg they soon run out. In the Disco, for example, you can also get a tank that replaces the petrol tank and puts a mini 20 litre tank plus a gas tank in its place. Combine this with the underslung tanks and you have a much better range. For a more conventional car it won't be such an issue.
In use, switching from petrol to LPG and back happens instantly. The vehicle will always start on petrol then switch to LPG automatically the first time that you rev the engine.
Other small things to remember. LPG vehicles aren't allowed in the Channel Tunnel. If you go to France (where LPG is common and cheaper) you will need a special adapter for the pumps.
Overall I was very satisfied with the conversion and I ran the LPG converted Disco for about 18 months. Would I do it again? Probably, yes.
Mike