I guess this is a valid question to be asking given diesel prices today and the apparent thirst of the 1KZ engine. I have come across various consumption figures for the 1KZ in various formats with 5 at worst to 8-9 at best (within the city). So my first response would be to ask what is the current mileage you are getting within the city?
Between the options you have listed, keeping in mind that you are looking to convert to CNG, I feel that 5VZ-FE V6 34000 would be the best option. Its a very powerful engine which should hold up well with CNG use (provided you get 100% genuine CNG kit and fittings and don't abuse the engine with excessive CNG use). The engine should cost you around 150k with another 40k for the CNG conversion.
The 2JZ vvti is a good engine for what it is, but assuming that you have a 5 door Prado I feel that given the weight of the car, it will be underpowered at the low end specially when it comes to hill-climbs and offroading. Nevertheless, in city driving it will may be faster than the 2700cc 3RZ-FE and good fun to drive. Engine should cost around 75k but I suspect it would die pretty soon if you add CNG on this car.
Also this would require more mods and essentially kill the market value of your vehicle.
The 3RZ-FE is somewhat of an underdog engine which has developed a bad reputation in 2003ish Surfs where it is deemed to be severely underpowered. Nevertheless, its a very rugged machine which I have seen to performs quite wonderfully in light offroad situations owing to a good low end. not exactly sure how much this would cost but saying 130k off the top of my head. The car would also feel less powerful than the 1KZ to drive based on comparison of the two engines in Surfs.
The 2TR-FE 2700cc engine is the one that the Hiaces are running on CNG with great success. Its a great engine but given high demand I cannot imagine that it will be any cheaper than the 5VZ-FE.
In conclusion, I would recommend that unless you are going for anything other than 5VZ the swap is not worth it. Even then I am not sure how much of an econo gain would you really be getting given cost of conversion. So overall, my advice to you would be to first drive the 1KZ into the ground and then we can talk more