When I first started kegging, I went all out and got a brand new CO2 cylinder. If I had it to do over again, I would just buy a used one (or two) pre-filled at the gas supplier, that you just exchange when they're empty. There is no need to pay top dollar for your own tank. When you go to get it refilled, they may not be able to do it right then, and you'll have to come back. Also, tanks need to be tested every few years and you pay for that if it's your tank.