Can you even install LPG on a rotary? Genuine question, I've no idea.
The worst thing about the RX-8 is that, if you turn the engine off within a short time of starting it (think "Oh @*!#, I've left the oven on, better go turn it off quickly"), you'll flood the engine which then requires a trip to the dealer. I was chatting to an ex-RX owner the other week at Woodbridge as I've got a soft spot for the 8 as well, and he said that it was a nightmare as you don't realise how often you actually do it: Moving the car off the drive, in/out of a garage etc.
I'd have thought that the cost of an RX-8 + LPG conversion = more than a decent diesel anyway. Personally I'd be after a Fabia vRS myself, or an E46 diesel.