There are several ways to check for leaks. The first test to run would be to make sure all the gas appliances are off, pilot lights too, and just turn the gas on for a minute. Most rigs have an auto changeover device that has a pressure indicator that shows green if there's pressure in the bottle and red if there is not. So you turn on the gas, it turns green, and you turn the gas off at the bottle (leaving the bottle connected) and see how long it takes to go red again, i.e., leak down to no pressure. If that stays green for over a day, you are good. If there's a significant leak, it'll probably go red in a couple hours.
The cheap way is to get yourself a bottle of windex or some other spray cleaner, turn on the gas, and spray down all the hoses and connections, watching closely for tiny bubbles. (when you've finished, don't forget to hose everything off so you don't get corrosion.)
Finally, they do make sniffer devices, but they aren't as cheap as a bottle of spray . . . .
