Originally Posted by Grumpy Pig
Get threaded and an Air Chuck SL inflator. I think they come in a kit for about $20. Prepare to waste a couple practicing at home. You don't want to be 20 miles from home and blow off all your cartridges in the wind because you've never practiced.
Non threaded are cheaper but the inflators are bigger. You can get 12g cartridges in bulk at Walmart cheap. I prefer using a smaller inflator and paying a little more for each cartridge. My LBS has a bucket of them for $2 each.
I think this post sums it up well. My experience is that the threaded cartridges are pretty much foolproof. But the first time I needed to use non-threaded cartriges in earnest, I guffed it up - twice. I was thankful to be riding with someone with a real pump.
My opinion is that threaded CO2 is the minimalist way to go - good if you rarely get flats, and you want to keep your seatpack small and light.
And that a proper pump is the non-minimalist way to go - good if you flat frequently, or if you don't really care about weight.
Non-threaded CO2 only has the advantage of being slightly cheaper than threaded CO2. If you find that $2 per cartridge is becoming a financial hardship, then carry a pump and fill your tires for free.