First bottles. In my part of the world, you can rent, lease or by your bottles out right. The smaller bottles have to be refilled, the larger ones can be exchanged. If you buy your bottles, you just exchange them for full ones when their empty. The bottles you get from your gas supplier will have their name on them and you cannot get them filled anywhere else. If you move or want to change suppliers, you show them proof of ownership and they give you unmarked bottles that you can begin exchangeing somewhere else. They take care of the hydro testing, bottle repairs etc. I have both small and large bottles. The small bottles are great for portability and storage but since they are refilled, not exchanged, I have to have them tested occasionally which costs you in time and money. Renting and leasing are usually not bad options but in the long run, you will wind up paying for the bottles many times over.
Now wire. For thin mild steel, especially for practice, you cannot beat baling wire (please with hold all farmer comments). Im not talking about tie wire from your hardware store but real used baling wire from hay bales. Find a stable or farm and they will give it to you by the truck load. Due to the increasing use of twine and pellets, it is harder to find but there are still tons of it out there for the taking. For brazing, you will need quality rod and flux. Your can weld aluminium with your torch with the right rod and flux and lots of practice. I have yet to master it, but you can use aluminium arc welding rods with your torch to. If I remember right Eutectic (sp?) is supposed to make some awesome gas welding fluxes for aluminium and others. Don't overlook silver brazing (sometimes called solder but definitely not solder) as a source of strong welds. Silver brazing is strong enough to braze bandsaw blades together. A few lessons will go a long way, a good book will help to. A little learning will save lots of headaches. Oh, yeah, Victor gets my vote too. I'm the king of cheap, but sometimes a little extra money is well spent. One last word of advice, just because it looks like a wrench should go on it doesnt mean it should. Read the instructions to avoid ruining you seals!!!