If you buy your own Co2 cylinder from a welding supply store, you can refill it anywhere as often as you like. If you rent someones cylinder, you will probably have to get refills only at that place of business. You also may need to return it if you move from the area you are living or forefit your deposit. If you experiment with different blends of argon-cO2 etc, sometimes the supplier will color-code the cylinder with Paint for identification purposes of the contents, in which case a leased cylinder may be a better way to go.
Acetylene is a different story, they will always want an exchange because acetylene needs to be filled very slowly and it can take days to refill them safely.
I prefer owning my equipment whenever possible so I will have the freedom to do with it as I please. BH