We use the propane powered grill a lot...most of the meat I cook gets cooked outside on the grill, year round. I just like grill meat better.
I take the little grill propane tank and have them filled at the local Tractor Supply store. Cost, at last filling 4 or 5 months ago, around 12 dollars for a fill up whereas the exchanging station down the road cost around 20 bucks.