It is normal proceedure to buy a gas tank of the kind you want filled then exchange it at a gas provider such as a welding supply... With these places there are two options, rent a tank or own (purchase) a tank and swap it out. Hint, once and a while you will get one that leaks a little. But, at the price to exchange a co2 tank it is not worth fretting over... just watch the gauges and notice if it is dropping pressure quicker than normal so you can plan to exchange it sooner. Sometimes you need to tighten the gland nut around the tank valve stem a tad to stop a leak. However, most gas supply houses are VERY good at keeping the swap tanks in perfect condition, they have OSHA and CleanAir regulations controling them strictly. Welding supply companies sell a lot of co2 because it is required for many laser cutting machines in volume. It depends on your locality, but our HomeDepot has exchange co2 tanks of some sizes ...... if they do you will see a set of lock-ups out front with pictures of sizes and what gasses they carry. If your HD has them they will also sell you a first tank (actually this is a service provided to the store by one of the local welding gas companies).
For those thinking to get involved with co2 bottles, ....after you have your gauges/regulator...(if you don't then buy them there too). I suggest you purchase your 1st bottle from your welding supply.. and then do your swaps there. In actual truth you will be purchasing one of the swap bottles and then "be in the swap loop". Don't get trapped in the "Industrial Grade Aluminum Tank" trap... get the real thing from a Welding Supply Company. and... you will save money. The bottles have to meet specs and any gimic ones scare the hell out of the bottle gas sales folk. They are afraid they will explode during the stresses of the fill processes, lots of compressing heat exchanges take place. ... And... They have to handle the stresses of being tossed around during the trucking and exchanging processes.