I feel being ripped off by the exchange outfits, but they are convenient 24/7.
I have an exchange tank that is refillable, but usually have it refilled at a local rent-all that can also certify. I try to support the local guy and he is cheaper. In a addition, I have a smaller tank tank (10#) in reserve to switch over quickly and use until I get my 20# tank refilled or exchanged if necessary.
I prefer charcoal, but it is not allowed on wood decks here, so I have a charcoal grill on my adjacent concrete patio, but charcoal is not as quick to get going and the location is convenient, except when I have a lot of time.
My gas grill is a Weber Q300 that is a 90# "portable" on wheels that is all cast (no sheet metal) and I can go out on the patio at -15F have it almost too hot in 10 minutes. The problem is getting that mass down to lower temperatures if you start out too fast and high even in the cold. It a way, it is like charcoal since you have to plan ahead and be patient.
Gotta love my local fuel/propane supplier. I can exchange my 20 or 100# tanks at any time of the day or night at their shop, as their all stored in a non-locked cage. Until just a few years ago, a 20# exchange was $7, but now it's a whole whopping $10, while the 100# tanks they simply charge me by the gallon at my pre-buy contract price. Tyically, I just let them know in Spring how many tanks we exchanged over the winter, but I've also noticed some people have clipped money to their empty tanks when they've exchanged them in the past.......................