Haven’t looked much into gas compression myself, but I think it works like this:
Orca, Porp and Rorq can compress in space, lossless.
Decompression requires a new skill and loses some gas based on skills, like how refining (compressed) ore into minerals also has some losses based on skills.
This meams that while transporting compressed gas has upsides (easier cheaper transport) there still is an advantage to using gas locally.
As others have just mentioned…gas can now be compressed and transported in large bulks by relatively small craft. HOWEVER, the market for compressed gas has not taken off like the standard gas market. The premiums for compressed gas are small peanuts above uncompressed, in some cases compressed is less ISK. People really want raw gas.
As far as transportation options…they added a gas hold to the Hoarder (Minmatar Indy ship). It’s fairly large and the Hoarder has OK agility, but I would NOT use a Hoarder for long-distance gas transport. It’s too vulnerable. For regional moves not involving known ganking chokepoints, it’s perfectly adequate.
For my gas transportation needs, I use an Endurance. It is fast, has a sub 3-second align time, can warp around 9-10 AU/s depending on rigs, implants, and skills…and can carry 19,000m3 of raw gas per run. I use this for inter-regional gas arbitrage.
Of course, freighters, Orca, and Porpoise remain good options - but I would never use these for long-distance runs involving chokepoints. Gas has become highly valuable very quickly and these ships are easy gank targets.
All the trade hubs have reasonably fair buy prices, with Jita being the most liquid. Amarr sometimes will have higher buying prices on certain flavors. Do your homework =P