The nice thing about propane is that you don't need another cylinder. 20lb tanks last FOREVER, so you can just steal your grill tank when needed. My only oxy/acetylene work was in class at the tech college, and they had a cascade bottle system that never ran out, so it isn't real fair to compare that to anything else, BUT...I found oxy propane at home sucks a ton of oxygen. Probably 3 or 4 125cu ft cylinders to one 20 lb propane tank. Never ran it all dry to be sure, but that seemed about right, from a rough estimate.
The reality is, like anything welding, it is more about time in the hood and experience/skill than anything. My torch work really sux, but i can cut stuff which is good to be able to do. You look at Shield Arc's stuff and don't for a minute think he is a first timer. He's been doing it for many years... That is one big reason why it looks so good. The other reason is pure talent. Some can do it easy, some can't.