About what everyone else said, but wanted to make an additional point. You can use either the co2 or priming sugar to carb your keg. There are plenty of different methods to using the co2 tank (set-and-forget, burst, shaking, etc.), and if you're interested I'm sure I could dig up some of the threads.
You can continue to use priming sugar instead. Really all a keg is is a big bottle, however there are some conditions. First, a keg will use less priming sugar than a batch of bottles. I think it has to do with the surface area at the top of the beer and the amount of total head space, but double check on the amount you need before starting. Second, while the priming sugar can efficiently carbonate your beer, you may still want to use the co2 tank to purge the airspace (add co2, pull relief valve, repeat 3-4 times) and to seal up the keg before allowing the priming sugar to work. You'll get carbed beer at room temp rather than fridge temp (which is really where the co2 tank-carbed keg needs to wait).