Dr.D, I actually have a Tractor Supply about 5 miles from my house where thy have the Thoroughbred industrial gas exchange program. Basically works like a propane exchange. I plan on buying some decent used tanks and trading them in to the program for the $19 fee plus new gas. More info here:
http://www.gaspony.com/welding.htm
My initial thought was to grab one of these
50ish dollar kits . But something tells me I ultimately wouldn't be happy with it down the line. If I am wrong and this is a decent set up, by all means please tell me. I like to save money.
I have also been looking at Smith's and Victor's outfits but they only include one tip, #2 I believe. But I guess welding tips can be had at pretty low prices.
I love learning about this stuff, so please keep any info or advice coming.