The best statistics I know of when it comes to petrol and LPG prices in the EU is here:
http://ec.europa.eu/energy/observatory/oil/bulletin_en.htmIn short, Germany and Sweden is the "cheapest" countries to buy petrol in.
Prices per litre:
Sweden - 1.36 euro
Germany - 1.38 euro
Denmark 1.44 euro
Netherlands 1.49
UK - 1.41 euro
You can expect Norway to be - in general - the most expensive on petrol, and possibly LPG aswell.
LPG is 0.68 euro in the Netherlands, and 0.62 in Germany, according to the EU bulletin link above.
And by the way, Statoil Gardermoen sells LPG and you can quite easily find it in Oslo aswell. I don't know what the price is though.
All this being said, prices on petrol are subject to local competition/price wars, and that will turn things around. You might find the cheapest petrol in the most expensive country, so the best thing is to be on the lookout.