Generally at the truck stop where I get my diesel or occasionally at the RV dealer. There is a place in town which is much cheaper (at least .30 a gallon less), but they are too small to get the 40' motorhome into. If I had removable tanks, I would get propane there; closer to the house too.
The propane company that services my home has a station which can fill RV tanks. Current price is $1.90. The route guy who delivers my propane to my house is not permitted to fill loose tanks for some reason. If on the road, usually can locate a dealer in most small towns.
We buy propane at truck stops, frequently Flying J which gives those with their "Real Value" cards a $0.05/gallon discount or we look in the phone book for a local propane supplier. The propane companies are nearly always lowest and the RV parks are usually the highest place to buy it. Of course, most of us do not use so much propane as to make it a major share of our expenses.