scour craigslist for a few months in your area, and you should be able to find a good deal.
i bought a 50# co2 tank off craigslist for 20 dollars, paid 17.50 for the hydro test, and 15 for the fill. that comes out to around 50 dollars for a full 50 lbs of co2. now a 50# tank is not practical to move, so i also have a few 20# tanks i bought for around 20 a piece, plus the cost of the hydro and swap as well. i also have a 2.5# tank for emergencies and for leak testing.
i don't believe you can get a paintball tank filled at a welding supply shop, as they are a welding supply shop. what they may be able to do is sell you a siphon tank, and you can get a filler off ebay, and fill the paintball tanks yourself. i personally would just get an industrial welding co2 tank, and use that. this is if you can afford the up front cost. i think it will save you money and headaches in the future.