There is an Airgas on RT 20 in Worcester. I just swapped 2- 5 lb tanks Fri. Cost me $19.70 for both. They also fill while you wait if you don't have one of their tanks. Only open Mon- Fri and I think they close at 5:00.
I used to want to refill and not exchange too until I realized ho much easier it is just to swap out. If you do refills you will have to have your tanks inspected every now and then too.
I understand that. You need to have one to swap one anyways. I bought mine and didn't want to trade it for a "less shiny model". But after seeing all the hassle involved, at least in my area, I found it was much more worth just swapping.