A bit of advice to help ease the ritual of removal and refitting the regulator when changing out tanks is to wrap one or two turns of 1/2" teflon tape over the threads of the regulator. You only have to tighten the fit enough to make a good seal at the seal point (make sure both points are clean at the seal point), the teflon smooths the task. Use a spray bottle filled with water and a little liquid detergent and mist the fitting when the tank valve is in the open position. If it bubbles, then tighten the fitting until the bubbling stops. You should also mist the regulator and all connections to ascertain that all points are leak free. Repair, tighten, and replace as needed.
Another hint to attach regulators with a hose fitting to firmly attach is to lubricate the fitting with liquid soap; the hose will slide on easier, tighten the hose clamp and check for leakage as done above.