First of all, welcome to the world of caravanning. To start with a lot of things seem strange to newbies, so don't be afraid to ask here on the forum. You'll find a varitable raft of knowledge and advice here.
I've been caravanning for nearly 30 years and even now I still find good advice from our forum members.
BP has become a mainstream competator to calor, for the supply of bottled gas, but there are a dozen or so different gas suppliers, all of whom, will sell you gas but only if you use their bottles for exchange.
In my case because my work was based around agricultural construction, I use flo gas for my supply. Flo gas is one of the top suppliers to farmers outlets and plant hire companies, also a lot of caravan sites stock it. I pay £24 for an 11kg refill of propane and £14 for 7kg butane refill. The way around being charged a surcharge on gas exchange from one supplier to another is to resort to a bit of comodity trading. this is how it works.
Buy a box of tea bags and a bag of sugar. Got to your local council recycling depot and ask if you can swap the brew kit for an empty gas bottle of the brand you require. 9 times out of 10, you'll get your bottle at a fraction of the surcharge price.
John is quite right to say that propane will work down to -40c, but in my experiance as a fulltime caravaner over the last 3+ years, butane will operate in -5c. This is mainly due to heat transfer from the front of the caravan into the gas locker raising the air temp around the gas bottles. one tip for getting butane gas to work better in the cold is to boil a kettle of water, fill a hot water bottle and place it next to the butane bottle in the gas locker.
I run both butane and propane in our van by having a 7Kg butane and a 11kg propane bottle in the gas locker. I have set them up with their relevant regulators, 30mb butane and 37mb propane. I also have two isolation valves so that I can switch over to either gas instantly. You dealer could sort that out for you if your not a gas safe engineer.
As for gas consumption, 11kg of propane lasted me 8 1/2 months spanning last winter, and 7kg of butane last's about 6 months. This is with us using the gas cooker twice a day on average including cooking a 8Lb turkey for christmas dinner last yaer to feed us two, our two children 23 & 28 and their partners. On the whole the gas cosumption of the two are simlar in as much as prorata, the bottles last about the same time per kilo of gas. But propane is more expensive.
From the point of view of normal touring holidays, I would recomend carrying two gas bottles of propane in your case as that would be cheaper than the cost of changing regulators etc. It would probably take 10 years to recoupe the cost of conversion. You may well want to explore the cost of gas refills of different brands of propane but I have found that flo gas is affiliated to Shell and the other two calor and BP cover the rest as far as propane is concerned. Also, caravan sites and caravan dealers tend to charge about 20% more than farmers shops and plant hire shops, so it pays to shop around.