1 BTU (British Thermal Unit) is the amount of energy required to raised 1 lb water 1°F. Depending upon the reference temperature, the BTU can vary slightly.
1 BTU = 1055.056 J (Joule)
1 calorie = 4.1868 J
1 MBTU = 103 BTU (1,000 BTU)
1 MMBTU = 106 BTU (1 million BTU)
1 Therm = 105 BTU (100,000 BTU)
1 MBTU = 10 Therm
1 MCF = 103 CF (1000 Cubic Feet)
1 MMCF = 106 CF (1 million Cubic Feet)
When you convert from CF of natural gas (or of any fuel) to BTUs, you can use either the lower heating value (LHV) or the higher heating value (HHV). The higher heating value (HHV) includes the energy contained in the latent heat of evaporation of the moisture contained in the burned fuel (actually bringing all products of combustion to 25°C/77°F). Since most processes do not recover this heat, the LHV of the fuel is often used (actually bringing all products of combustion to 150°C/302°F). For natural gas, the ratio between the two is about 1.1. If you're NOT condensing the steam in the exhaust gases back in liquid water, you need to use LHV in your calculations.
On the average, because the heating value of natural gas varies from gas well to gas well, the energy density of natural gas can vary from 970 BTU/CF to 1130 BTU/CF HHV or 880-1030 BTU/CF LHV. Because it is such a nice round number, 1000 BTU/CF HHV is often used in energy calculations. Therefore, 1 MCF contains about 1000 MBTU HHV in very round numbers.
The US DoE's Transport Energy Book has useful conversion data, which likely uses data from Center for Transportation Analysis (CTA): Lower and Higher Heating Values of Gas, Liquid and Solid Fuels. It is similar to data from the AFDC Property of Fuels Table.