Well, here in San Diego, homeowners ARE allowed to pull permits and do gas work, then get it inspected. The most common material used underground is the green epoxy coated iron pipe. It has proved to be less than an ideal material, because of unavoidable nicks in the epoxy. All fittings, and any place the epoxy is nicked, must be primed with a special yellow primer, then wrapped with two layers of 20 mil pipe wrap. The primer is about $ 20 a quart, so homeowners often think they can skip it. The inspector will shoot them down for lack of primer ( it is yellow so they know if it is missing!).
As mentioned, the special plastic pipe is generally not available for homeowners to purchase, as special tools and training are required.
If you are going to do this yourself, you need to know about codes regarding how deep, gas pipe under structures, etc.