That's already what I do with local airgas. I give them my empty one and they give me a new filled one. Same deal. Only problem is they are open almost the same times as regular business hours, and not on the weekends. Since I work 8-4 that's very difficult to get it filled. Always have to find the right time. But generally yes, I exchange the tank.
The other issue is I have a 5lb and 10lb tank in MI empty at my parent's house, but have no good way of getting that here since I can't take it on an airplane, and I won't be driving the distance anytime soon.