I got mine from a home beer/wine makeing store. It was actually a much
better price than the welding supply stores. I have also heard of people
going to fire safety stores. If not, they are available online, although
the shipping can be a little high because of the weight.
http://www.welding-direct.com/sinstagflowg.html
http://www.morebeer.com/
http://www.homebrew.com/
http://www.e-brew.com/keg-part.htm
http://www.kegworks.com/pages/draft/regulator.html
(I borrowed these links from Chuck Gadd's excellent planted aquarium
website: http://www.csd.net/~cgadd/aqua/index.htm )

Can anyone recommend a good source for a 5lb CO2 tank? I've explored
things locally and it looks like they don't want to rent anything that
small so I'm faced with purchasing.