In our galley, we use LPG (Liquefied petroleum gas) to cook by way of a gimballed stove. While not an ideal fuel, there are few alternatives for sailboats.
The stove is fueled by a 9 kg (20 lbs) with a backup 5 kg (11 lbs) tank. pino houses two tanks with only one tank connected at a time, this way we can get a tank filled while the other is still in use. One 5 kg tank can last us two months, and less if we bake a lot, and a 9kg (20 lbs) tank which can last us 4-5 months.
Many countries don't want to refill foreign tanks, especially if they have an aged appearance. Throughout our travels we had to give up 3 tanks, 1 in New Zealand and 2 in Japan.
Our main tank lives in its own locker aft of the boat, with a drain hose leading down and off the stern. In the event of a leak, the gas will escape from this hose rather than filling the compartment and slipping down into the bilge. Our boat has a solenoid valve with a gas shut off that we can operate from inside the cabin, it is fitted with a sniffer and alarm to detect leaks. For safety, solenoids close in the event of a power failure. An LPG tank should never be stored inside. We store our secondary tank off the aft rail on a little platform we built.
Tank swaps. Many countries use a 'tank swap' system. You bring your tank when it is finished and swap it with another. This is a good system because the tanks are often made of painted steel and can corrode over time, especially if exposed to salt air. When swapped at a store, the steel tanks are re-painted and checked for problems, eliminating the need to do those checks yourself.
Keeping your own propane tank. If you prefer to have your own tank, a good alternative are aluminum or fibreglass tanks—although many places won't want to fill fibreglass tanks. If using your own tank for a while, you might run into issues with an overfilled tank (it happened to us). When exposed to the sun on a hot day (if the tank is outside), the gas inside of the tank expands and will open the pressure release valve. Some LPG will escape from the valve to relieve the pressure in the tank. Don't handle the tank as it is off gassing. If the smell bothers you, pour some cold water over the tank to help it cool faster. The pressure release valve will close when the pressure has lessened, but may not with a faulty tank. To check for leaks on your tank, pour some soapy water over the tank. Bubbles will form around the leak.