As far as I can tell you don't need a tank, you can get a welding tank or a prescription from a MD. They don't fill your own tank and they exchange it for an tank they have.
I was able to get a prescription and they gave us the tank (small like on an ambulance) and they exchange it when we return the empty one. The cost has been first time $15 and the 2nd time $10.I use a pediatric regulator.
When I was on the oxygen forum 6 years ago there were a lot of discussions about all this.
If you are interested look for Rog's posts, since I did not remember his name I looked for my old posts and he was in one of the threads (read the whole thread for info) //www.curezone.org/forums/fm.asp?i=755068