From the research I have done and have been using.
.5 micron stone for pure oxygen. Smaller bubbles dissolve easier in your wort. You do not want the oxygen bubble to reach the top of your wort. You want them to dissipate within the wort before they reach the top.
I do 1 ppm for 1 minute per the Yeast book recommendation by Chris White. Not sure what the optimal setting would be for a 2 micron stone.
Oxygen Welding Tank -
Get an empty from Harbor Freight with 20% off coupon and exchange it at a gas supply place for a full one. Supposedly medical tanks and welding tanks are filled exactly the same way from the same source, one is just is "certified". Bigger upfront investment but you wont have to constantly mess with getting the small ones at the home improvement stores, The 20 cubic tank will last you a long, long time.
Add this -
Whatever you get needs a CGA450 connection for the tank. It is great to be able to precisely control the flow of oxygen.
and a stainless steel oxygen wand and you are set. The wand allows you to quickly / easily position the stone at the bottom of your fermenter.
I did a fair amount of research before I decided on this route and so far I have had excellent results.
If you decide to go aquarium pump route - get the 2 micron stone and a inline Hepa filter. Most of the big online retailers carry them.