About propane bottle exchanges: Blue Rhino is a rip off. You only get a 3/4 filled tank for nearly double what the price should be. I have 4 20 lb tanks and take them to a local U-Haul station where you only pay for the filled gas amount. Therefore I don't need to wait for the tank to be completely empty. A completely empty bottle in the North Pittsburgh suburbs costs about $13 to fill.
Where I live the savings is negligible. 15 minute drive for 20% more, or 2 minute drive to the local Home Depot with self-serve kiosk exchange. Fills run me about $17 and exchanges are $16. $0.94/lb compared to $1.07/lb. Factor in the gas and it's a wash at best. I keep two tanks and run one dry before swapping.
I would fill in the past. I town I lived in had a hardware store with $10-11 dollar fills while exchanges were $20.
Also, they don't fill the 20lb tanks to capacity, they leave space for expansion of the gas. I think they stop around 4.5 gallons which would be 18lbs.