1. It’s a limited resource. While coal and oil are also limited resources, energy-wise we have a lot more power available from coal than natural gas (or oil). The best environmental alternatives to coal, oil, and natural gas would be renewable sources of energy.

2. Natural gas still contributes CO2 to the atmosphere. It is cleaner burning than coal or oil, but "clean burning" just means it’s combustion goes completely to CO2 without putting out CO, particulates, etc.

3. Natural gas is a bit tricky to transport. Pumping natural gas over land through a pipeline is one thing. Overseas transport of natural gas, however, requires it to be put into a liquified state, which has all sorts of technical and political issues attached to it.
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First, it is generally more expensive on an energy content basis. For fixed users, however, this is often offset by the fact that you need far less emissions control technology when buring natural gas.

For transportation fuel use, the problems have to do primarily with storage. Compressed natural gas contains far less energy per unit volume than liquid fuels like gasoline or diesel oil so CNG fueled vehicles have shorter ranges. They also must be refueled at special stations equiped with the necessary compressors. Despite these draw backs, a number of municiple and comercial vehicle fleets do operate on CNG.
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