I always get my propane filled at Pacer, they supply the places I used to buy from so I cut out the middle man and saved money. It's 3 blocks further, but hidden back in an industrial area. Right near my welding gas place though.
I only exchange propane in an emergency, because they rip you off on the fill and charge too much. I exchange my CO2 preferentially because they fill the tank and charge a decent price, and I don't have to come back in a couple of days.
If the CO2 place filled on the spot for a good price I might not exchange, but that's not the way it works here. Nobody fills at their location, they send it all to a central place (that is too far for me to conveniently go to).
They also exchange propane tanks at the CO2 place, but I get it cheaper at the propane place.
We have one place in town, a dive shop, that will fill CO2 while you wait. The guy who runs it is (I'll be charitable) a bit disagreeable. I find the nice, happy and friendly atmosphere of the fire supplies place far out weighs the need to go back in a few days to pick up the tank over getting b!@#ed at about my "apparently illegal" activities.