We just go the expensive route and carry 2 bottles of 907 Camping Gaz. Although refills are easily obtainable throughout Western Europe you have to pay the price, especially in the UK.
Once you've bought your gas filled bottle, then a free exchange system is in operation so you only pay for the contents. In France, Camping Gaz refills are obtainable from all major supermarkets. Calor Gas is not obtainable in mainland Europe.
We are not heavily dependent on gas however, as we always use hook up and currently all our cooking is done on an induction hob, a slow cooker or a halogen oven.
Randa