First and very important, disconnect all appliances, heater, etc, before you pressure up.
Put a air gauge on the system. We start with a 15 lb gauge. We use a 100 lb gauge in hard to find the leak circumstances.
We usually do it at the meter riser.
Turn off all stops and disconnect all appliances and heaters and such that is on your system.
Depending on the size of your system, you may could pump it up with just a tire pump. I use a little 12v compressor that I have in the plumbing van.
Plug it into the cigarette lighter, run the cord through the window and connect it to the gauge.
Depending on how fast the gauge drops, start soaping the stops and exposed fittings. If it drops pretty fast, chances are the leak is in the yard line. If you find no leaks in the house, the next step is to disconnect the yard line from the house. Cap the yard line, pump it up and see if it holds.
If not, there you go. You have to replace the yard line unless it's fairly new and repairable.
If the yard line holds, then you have to move the gauge to the house and start concentrating on finding the leak in the attic or the walls.
In our area, if the gas company takes the meter, they require a city or county, state inspection before they bring the meter back. Here, the gauge has to hold 10 lbs for 15 minutes to pass inspection. The city, county or state usually requires a plumber or gasfitter to do the testing and permit pulling.
I use a spray bottle with dishwashing soap such as Joy, and water. Don't need much Joy.
To find small leaks, we go as high as 45 lbs of pressure to find them. But start out with 10lbs. Don't go higher unless you have to. And again, most areas require 10 to 15 lbs for inspection.
Edit: 4/6 Just reviewed the answers.
Again, most inspectors require 10-15lbs of gauge pressure. When we was allowed to use mercury gauges, it was 6 inches of mercury for 10 minutes in New Mexico. 10 inches of mercury for 10 minutes in most of Texas.
Now, if the gas company will let you have the meter back without an inspection, they are the ones you need to satisfy. Find and fix your leak, call the gas company and let them know. They may bring it back and do what is called a 'shut-in' test. If it passes, you keep your service. If not, they disconnect and take the meter, and might charge a 'call out' charge.
There is a small measure of truth in most the answers here. But not enough to be right.
I'm the only one here that does testing on gas systems for a living.