I use both 20 and 5's. There's no refill place close to me, only exchange. Sometimes I get a steel one, sometimes the aluminum. No biggie to me either way.
The 5's go in the kegerators, and I use the 20's for carbonating, purging, ect.....
In my town, the 5's are $19 and the 20's are $23. Looks like I'm really just paying for transportation, not so much gas.