If you have a Northern Tool in your area they will not only exchange the tanks for full ones, but will allow you to upgrade sizes by just paying the difference. I have no idea how that works, but we started out with mid sized tanks and now have what they call number 4's (the largest) because we upsized.

They also don't care about leased tanks or owned, at least from what I have seen. We have refilled tanks many times there, and they ask no questions at all. And yes, get the biggest tanks you can, the smaller ones run out real quick compared to the big ones.

Don