Sorry to drag this back up, but I figured I'd update the info somewhat — the Liquor Barn "sells" keg shells for a $35 deposit. I asked them for some clarification on this, and was up front about the fact that what I wanted it for meant I was not going to be returning it, and the response was "It's yours, you can keep it."
So, I don't know how other people feel about the specifics of this sort of thing, but as far as the Liquor Barn goes, they're fine with it. If you're worried about screwing someone over though, I'm not sure the way Liquor Barn obtains these kegs is 100% kosher (buying them from individuals). It very well may be that Liquor Barn has an agreement with distributors to collect these shells and re-sell them, but ya.
Do with this information what you'd like.