The best prices I can find here in Atlanta on normal sizes used for beer are on 20 lb tank exchanges. 2.5, 5, 10, lb. tanks are exclusively refills and cost as much or more than 20 lb tank exchanges. The exception is your local brew store who will exchange small tanks and usually charge double what a gas distributor or fire ext. place charges. Additionally some places can't refill anything less than a 20 lb tank. 15 lb tanks are odd balls so they are hard to exchange.
It's good to have a spare and or a small tank for taking to parties, weddings, tailgating ect.
If you can muscle and transport the big boys 50lb that will save you even more money over the long haul
Stevo gave great advise about seeing what your local situation is before you purchase.
Also keep in mind that a tank has to be recertified every 5 years with a Hydro test with an exchange that's not your problem, when you own it is your problem and recertifcation is at your expense which may run from $20-$45 depending on local conditions
If you bring an expired tank in for an exchange some places may charge for a hydro test and others might not even look at the date stamped on the tank. So knowing your local market, knowing the test date before you purchase are both very important