I know when my main tank is empty when it shows RED on the gauge.. And, the thing has already switched over to the other tank (okay, CYLINDER) automatically, so nothing has shut off in the middle of the night..
It's just a matter of checking the gauge.. I just lift up on the cover and look every couple of days if I know I'm using a lot of gas... If you don't do it, sure, you'll be left empty.. Or, you'll be out there in the middle of the night lifting the cover and turning on the other tank.. And look, the gauge probably shows RED.. ;)
Guess it's just a personal preference thing in the end..
Good luck!
Mitch