A new protocol, called fully distributed space-time coded (FDSTC) protocol having information exchange between relays, is proposed and compared with the conventional distributed space-time coded (DSTC) protocol using non-regenerative relays (NR-relays) and regenerative relays (R-relays). Closed-form error probabilities are derived to verify the simulations. In terms of error performance, the FDSTC protocol gets significant average signal-to-noise ratio (SNR) gains (3.7 dB for NR-relays and 18.1 dB for R-relays). In addition, the impact of the relative distance of relays on the required SNR is reduced up to 70%. The system diversity order using the FDSTC protocol is higher than that using the DSTC protocol (especially, the FDSTC protocol obtains full diversity with NR-relays). As a result, at the same spectral efficiency, FDSTC has better performance in terms of outage probability in high SNR regions. In terms of energy efficiency, the FDSTC protocol is shown to outperform DSTC for long-range transmissions.