That exchange service only works for the 20# tanks. If you have larger tanks as used in RVs, you either have to buy new tanks or take your old tanks in to have the OPD valves installed and the tanks recertified. I'm in that bind right now. My opinion is that the OPD is just another intrusion of the government to protect us from ourselves. I've never had a problem with the older tanks in nearly 40 years of RVing, even when they were filled by the gallon using the 10% valve. Propane is a rip-off at most places that use a scale to fill them anyway. If you don't bring in a dead-empty tank, you overpay since they have a flat rate charge and the scale only indicates when the tank is full -- not how much was pumped. If your supplier isn't metering the propane by the gallon, he's a thief.
OK. Off my soapbox now.
I'm deeply in love with white gas Coleman lanterns. Propane is more expensive to operate and you have the hassle of all those danged bottles, both full and empty, to drag around and dispose of. One lantern, one gallon of white gas and a funnel and I'm good for two or three years.
BTW, Dad designed a really neat (but a little bulky) padded, wooden case for the double-mantle lantern and gave one to us one Christmas. Even with all the jostling around in the trailer, we've only had to replace one mantle in 20 years. It's either the padded case that does it or it's Murphy's Law since I have four spare mantles in the box with the lantern -- if you have 'em, you won't need 'em.
Just bought an identical, new, unused double-mantle Coleman lantern at a flea market last year for 15 bucks. Guess if is isn't propane, folks don't want it. Ever try starting a camp fire by dumping propane on it?
Dean