Actually, the natural gas-powered Civic GX gets 24 city/36 hwy/28 combined mge. To put it differently, if it burned 126.7 cuft of natural gas, you'd travel 24 city/36 hwy/28 combined miles. At $15.15/1000cuft, or $1.92 per gallon equivalent, you'd get 12.5miles/$ city, 18.8miles/$ hwy. For the sake of comparison, the Civic sedan gets nearly the exact same mpg ratings on gas (25/36/29), but since gas typically costs about $0.50 more per gge, the cost per mile is higher on gas.
Here is a link showing CNG filling stations and prices on a map. Most of the recently updated prices show ~$1.10 per gge.
Yes, you are correct in saying that it would be difficult for the home user to produce hydrogen the way it is done industrially. But reforming natural gas is a process that is about 80% efficient. A typical low pressure, low temperature electrolyser will be about 25% efficient at max, with the typical DIY unit probably turning in at about 10% (having non-optimal cathodes and anodes, no active electrolyte control, non-optimal voltage, etc). For proof, feel the side of an electrolysis unit - the thing gets frickin' hot! In the end, I cannot imagine that you are going to gain anything by having an onboard H2 generator unless you figure up a way to do it by reforming natural gas. An electrolyzer is just going to be too inefficient to show any net gains.
I'm still offering to design a bottle-based H2 system to anybody who is willing to build it.