When I used to work on the southwest side, I used to take the CO2 (and sometimes Nitrogen as well, depending on what we were drinking) tanks from my kegerator to a business located in an auto parts store called "The Gas Guys". One visit I discovered that they also did propance refills instead of tank swaps.
I think it was only $10 or $11 to fill the tank, as opposed to the more expensive swaps. (Of course, these days I just do the gas station swap. Convenience wins.)
I'd imagine most other gas vendors would do this as well.
The Gas Guys
8300 S Harlem Ave, Bridgeview
(708) 598-6210
-Pete