As mentioned above, you must locate and verify a fill source before even thinking about purchasing a tank. Or, you will need to buy a compressor.
My first tank was a used scuba tank that I paid $100 for at the local dive shop. It worked fine for the amount of shooting that I was doing. However, as I bought another gun or three, it soon became all but useless. Also, it weighs a dam ton!
I saved my dollars here and there and bought a Great White from Joe Brancato. It was a painful $800+/-, but he knows his stuff and set me up with everything I needed. There are cheaper set ups out there and you can sometimes find a used one, but Joe is a sure bet and will not steer you wrong. Like anything else, I believe that it is better to do without until you can comfortably afford the best.
By the way, I still use my old scuba tank for initial fills and top off with the CF tank. It does save a trip or two to the paintball shop. It is long ago paid for and not worth crap to anyone else.
MOD EDIT for language