i wish there was more talk about this. it seems i heard a lot about making hydrocarbons from co2 in the air + solar or algae a couple years ago. if your hydrocarbons are made this way it seems they would be carbon neutral.
i'm guessing there's more research to make it feasable since i haven't seen "carbon neutral gas alternative" at the local Chevron.
There has been quite some buzz about ammonia, as it is fairly easy to turn electricity into hydrogen, and hydrogen into ammonia. It has a reasonably high energy density, is not too nasty to handle, and already has a huge industry built around it.