There are two basic types of regulator connection for the LPG tanks - it depends on which regulator you purchase when you buy your stove that determines which brand of LPG you purchase.
Here is a link to a stove with a "Shell" regulator:
http://shopinja.com/forum/index.php?topic=122421.0
The more common regulator is the IGL type - and as this advert shows, you buy all the accessories (hose, clamps, regulator, etc) when you buy the stove.
http://jamaicayp.com/jamaica/Were-Full-Of-Gas/profile
The place you purchase the stove will have all the necessary items to make the connection to the LPG tank.