You can also try stores that are for DIY beer brewing. Out here in Natick I do a tank exchange with Barleycorn Craft & Brew in Natick center. It's a slightly pricier than through AirGas but its hours are more convenient. You can also try a paintball store. Some paintball stores will actually fill your tank instead of exchange it, which is a nice plus. I personally didn't like the idea of exchanging my nice brand new shiny aluminum CO2 tank for a beat up steel one.
p.s. To save a few, I would order a 5lb tank through Amazon. It'll be 30-50% less than it would cost through a local supplier, especially if you have a Prime membership.