Some propane companies will actually make the line you need, to your specifications, and even fit it in for ya.
The RV store that I go to told me not to even try to do it myself and gave me the name of a propane company that would make and fit the line for me. (Given the option and being a natural-born chicken, I probably won't even try to make my own.)
If you don't want the little throw-aways but don't want a 20 lb can either, you can buy smaller ones. My local hardware store has 4.5 lb refillable propane canisters and the RV store sells 5 lb ones and I saw some 8 lb ones last summer....