I've never used a party pig, but when I picked them up and looked them over at the LHBS, I quickly put them down and let them be. I think you often get what you pay for. Yes, a Co2 regulator is expensive, and so is the tank, and then you have to refill it every so often.....(The kegs themselves are cheap enough) but the whole setup is invaluable in my opinion. I own two 2.5 gal. kegs too- and those are the ones that I bring out to parties. (O.K., those things cost too much, but again......It's worth it!)
You can Lager in them, and save space when compared to a 5gal carboy in a fridge...You can crash cool and keg in a few days.....they are way more durable......blah blah- you see where I'm going....Weather you get a piggy or not- I believe a Corny keg setup is something to invest in- either all at once, or slowly......