Having them refilled at a station does tend to be cheaper, plus you can start off with a new tank and know over time how that tank was handled/stored.

 

The pressure-based add-on gauges are almost junk.  The reason is due to how propane tanks work.  The LPG is stored as a liquid and evaporates into the expansion area - this gas is what you burn in your appliances.  That gas pressure remains constant as the liquid is used up, it is only at the very, very end that the pressure starts to fall off and so you'll see a difference on a pressure gauge.  I used to have one of those gauges and by the time it indicated I needed more fuel usually it was too late.

 

There are 3 options that do work, two use the same method.  One is the magnetic strip gauges which are really thermometers in disguise.  They change color to show you the level of the liquid.  However, over time they tend to not work well. 

 

The method I use takes a little work but is  very accurate.  Get a cup of hot water and pour it slowly down the side of the tank, letting the water start at the upper shoulder.  Take about 10 seconds to do this.  Wait another 10 seconds, then rub your finger down the side of the tank where the water was.  Where the gas changes to liquid you'll feel the metal change from warm to cold.  The liquid absorbs the heat.  This method is easier than the next one.

 

The final way is to take the tank off the camper and weigh it.  The empty weight is stamped on the tank so you can subtract that and figure out the fuel weight.  The standard tank is supposed to hold 20 pounds of fuel when full.  This is 100% accurate, but a pain.

First: regional dialects & differences.  In some areas, they're called propane tanks, in other areas, they're called propane bottles; but they're the same thing.  A standard BBQ tank (which is by far the most common size you'll see, and its the size that comes standard on an r-pod) is rated to hold 20 pounds of propane, which equates to (almost) 5 gallons; in some areas, people use pounds, in other areas, gallons.

As far as 'don't fill all the way'... there are some misconceptions and misunderstandings out there.  Essentially, a propane tank must be no more than 80% filled; the remaining airspace is essential for expansion of the gas and to allow an expansion buffer when outside temperatures rise.  Remember when I said that standard BBQ tanks are rated to hold 20 pounds / 5 gallons?  Well, they can actually, potentially hold 25 pounds / 6 gallons; the 20 pounds / 5 gallons measure is 80% (yes, for those with a calculator, 80% of 6 is actually 4.8).  A modern propane tank you'd buy today has a special safety valve (called an OPD) built-in that will only allow your tank to be filled to 80%; after that, it simply won't accept any more propane.

Refill vs exchange: tends to be a regional thing.  In some places, its very difficult to find a propane refill station; this is generally because of the costs associated with safety equipment, insurance and staff training required to run a propane refill operation.  A propane exchange is much cheaper to operate and generally requires little in the way of safety equipment, insurance or staff training.  Either way, have a good look around and make sure that you feel comfortable dealing with the station.  At a refil station, staff should be observing the rules and common sense (e.g. the filling equipment doesn't show signs of excessive wear, the area is fairly neat and free of debris, staff are wearing hefty gloves, weighing tanks before filling, inspecting expiry dates, NOT smoking).  At an exchange, the tanks should be stored safely (upright, in a locked cage) and appear to be in good shape (a little rust is ok).

As far as gauges, they're simply not worth the effort.  For the most part, they all read full until you're down to the last few minutes at which point they read empty.  However, if you feel that you must, you might consider a see-thru composite tank (you can actually see the propane level), or you could consider a Manchester SureFlame tank (which has a built-in float gauge and does accurately report the gas level).  But, I suggest using techntrek's advice and either weigh the tank (with a fish scale, for example) or use the hot water method.

Finally, propane tanks have a limited life.  There is a date code stamped on the collar, and filling stations are required by law to not fill after a tank is 10 years old.