Corny kegs are certainly the way to go IMO. With the pony keg, you're going to have to take the pony keg apart and put it back together every time you want to fill it, like this:
For me personally, that's too much work. I just starting kegging and the corny kegs are nice and easy to use. To carbonate with CO2, you'll need to a pony keg coupler. You could also carbonate naturally with priming sugar. More info on natural carbonation in kegs on this forum, I've never done it myself.