In this video I show you how to remove a propane tank with common tools. Its a simple process, but takes some elbow grease. The hardest part is keeping the tank from turning as you wrench, which I show you how to do. The other thing that makes it difficult is the valve guard gets in the way of turning the valve, so you have to settle for quarter turns til its loose enough to turn by hand.
I've seen some other popular videos, where they appear to pre-break the thread lock, and clean it off enough so it can be quickly turned by hand once they do the initial seal break. It is usually much more difficult than this but can be done.
The tools I use are a ice breaker/tamper bar (a sturdy broom handle can be substituted), a hammer of some kind, a pipe wrench, and an adjustable wrench.