I only exchange when my old cylinder is about to expire... I exchange a 12 year old cylinder for a new to at most a year old one for about $20.. Plus it has propane in it.. Go to the box store and a new cylinder costs $30+ and then you still have to fill it... No brainer to me...
Once I have the newer exchanged cylinder, I just get it refilled.. I see propane refill stations all over the place. Around here, it's all by the gallon.. I've filled empty ones that take around 4.5 gallons and some that I just want to top off and get 3 gallons.. Just get charged per gallon. Just like gas for the cars. Price varies from place to place, but seems to be a little less that gasoline per gallon for the most part.
Good luck!
Mitch