The mini kegs that you're thinking of have a little built in CO2 cartridge that keep the keg pressurized and oxygen free. On a full sized kegerator, you need a separate CO2 tank and regulator to do this. Oxygen is the enemy of beer. When you see people pumping a keg at a party, they're pumping in air and the oxygen in that air will skunk the beer in that keg in 2-3 days. On a CO2 system, you're looking at something more like 30-90 days of fresh tasting beer.
Note that domestic kegs are unpasteurized, giving you the freshest possible beer taste. Import kegs and all bottled beers are pasteurized.
Those mini kegs are kinda small and expensive and you're limited to what beers you can get. The full sized kegerators are big, are more expensive in terms of initial cash outlay, and require more effort to maintain (e.g. periodic cleaning of beer lines and faucet). But then again, you can buy and enjoy full kegs and enjoy a wide variety of different beers.
For full sized kegerators, you have a couple of options. The most cost effective is to convert an old fridge or chest freezer. Once you have the fridge or freezer, you'll need a CO2 tank, a regulator, gas and beer lines, a tap, and some sort of faucet. Either a picnic "cobra" faucet that you just keep in the fridge, a faucet fixed through the side of your fridge, or a faucet tower, like you would see at a bar. Here's a sample fridge keg conversion kit designed to work with 5 gallon used soda kegs (which are favored by homebrewers):
http://stores.kegconnection.com/Detail.bok?no=33 If you're using a chest freezer, you'll need a temperature controller that can cycle the freezer on and off to keep good beer temperatures.
The second option is to buy a pre-built kegerator. Sears has a good Kenmore one for something like $600. The parts won't be quite as good as if you built your own, but it will work. If you're using 15 gal full sized kegs or 7.5 gal pony kegs (referred to as 1/2 and 1/4 barrel kegs, respectively), you're pretty much limited to one keg at a time. You could also run two 1/6th barrel slim kegs at a time in a single kegerator, but those are rare. If you use 5 gallon soda kegs ("cornelius kegs"), you can fit 2 or more in a normal kegerator or 4 or 5 or more in a converted fridge or freezer.
Most kegerators come with a Sankey "D" style tap, which most domestic brewers use. You'll most likely need a "Sankey S" style tap for European brewers, although some brewers may use different types of taps.
Here's a good link for a kegerator that shows all the parts and has a ton of info:
http://www.micromatic.com/keg-refrigerators/kegerators-pid-BC-1206-2.html
Micromatics is known for being a great place to buy kegging supplies and they have a great forum and resource guide for home casual keggers (i.e., people who have kegerators more for the purpose of drinking purchased kegs rather than people who keg their own beer). You can use the link above for beer supplies. Here's their forum:
http://www.micromatic.com/Forum/us-en/
Here's a kegging forum for homebrewers:
http://www.homebrewtalk.com/f35/ They have a good list of FAQ's. These are people that use kegs to make and condition beer and then to enjoy it without bottling.
I'm in the process of finishing my basement and am days away from installing my keg equipment. I wound up buying a kegerator that's designed to be built-in to a kitchen counter, with a faucet mounted directly to the counter top. I wound up spending extra for a two faucet tower and getting the parts necessary so I can dispense beer through one faucet and soda water or soda through the other at different pressures. I also bought 6 used 5 gallon cornelius kegs so that I can make beer or soda and swap out different beers.
The nice thing about the cornelius kegs is that 1) I own them so I don't have to deal with keg deposits, 2) I can get them filled at lots of local breweries (my local favorite brewery will fill a corny with award winning organic microbrew for $50), and 3) I can use them as secondary fermenters for beer making. Oh, and they are $20 each!
I bought this kegerator from Beverage Factory:
http://www.beveragefactory.com/refrigerators/beer/sbc490bisstb.shtml
(will be fully built in to bar cabinets with tower mounted on granite counter)
And the tower, regulator and Perlick forward seal faucets from kegConnection:
http://stores.kegconnection.com/Detail.bok?no=102
And the pepsi kegs from CHI Company:
http://www.chicompany.net/index.php?main_page=product_info&cPath=1_44&products_id=36&zenid=cbd876856134943ae9cbc9d64c341ade
Good luck.
