Not sure if any of you have looked into it, but they make a 5 lb Propane tank. Dependent upon size of your heater and how hard you're running it, they'll run a good while. I bought one for ice-fishing tournaments because it was much to drag on and off the ice. With a single burner Mr. Heater, regular old fish house heater, it'd run 2 - 4 hours constant at full ouput. Lot easier to drag to remote spots than a 20lb cylinder.
There are 2 models, one being a pancake tank, just the top and bottom of regular 20pounder welded together, and there's a regular small cylinder, looks just like it's bigger counterpart, but only 7 - 8 inches in diameter. Fun to carry in and get filled too. That model runs $45 - $50 for the tank. I bought the latter as it fit into my sled full of goodies much better!!