As Jennifer say Camping Gaz is the only universally available exchangeable gas in Europe. All countries have their own brands but they are not really practical if you are just on holiday. If all you are doing is using the gas for cooking you may find one cylinder will last all holiday.
We use Camping Gaz on euro trips and Calor in the UK. My concern about taking only Calor into mainland Europe is that if you get a faulty cylinder that leaks you could end up in the position of having to buy a new Camping Gaz cylinder plus a new regulator. Maybe that's unlikely to happen but it's enough of a concern for me, plus it takes away the "have we got enough gas" debate - if you've got Camping Gaz you can swap it fairly easily.
Im with Piglet. We have a Calor Gas 4.5kg cylinder for the UK where our trips are never longer than a week and we have 2 Camping Gaz cylinders for our 16 night trip to France. One is a 907 and the other a 904 as backup. They take up less space than the Calor gas cylinder as they are small enough to put in things. We do tend to eat out a fair bit in France though so rarely have to swap out.
Depends where you go in Europe, but Camping gas is available everywhere except Sweden and Norway as we've just found out on a long trip around Europe. Did have to resort to eating out the last couple of days due to running out of gas in the end. Were stock up with two full 907 cylinders before leaving Denmark but running a fridge and camping stove / bbq used it all in the end.
Camping gas is available from most supermarkets in France for around 17/18 Euro's for a refill swap.
Amazing family weekend with old steam engines, classic car displays, market stalls, and full catering and bar. And camping on site - Save £25 by booking in advance.