We have a propane exchange where I work and if you do it right you can get it for really cheap. Go find some old empty tank for cheap and go do a propane exchange for a filled up one at any of the above mentioned stores or what ever they have around where you live.
You can buy a filled one for around $40 from one of these propane exchange places. If you can find a cheap used one you can take it in and exchange it for the same thing for $10 to $15 (I've seen as low as $8 on sale).
As long as the tank you bring in is the same size as the one your exchanging for and doesn't have any dents or excessive rust, they just trade it out. You don't need to buy a new one, and if you do, you pay $30 to $40 for the tank and $10 to $15 for the refill.