As you have mentioned NPF Bassets Pole in another post, if thats local for you then air is the right choice.
Though people are saying the majority of sites use air, that is not always the situation.
Many punter orientated sites use co2 only. They dont need air for own gunners, and it is extremely expensive to setup a site air system.
For the UK air is a better choice, in countries where there are real extreme temperatures and real remote areas then co2 can be a good choice - in the right circumstances.
You don't have to jump in the deepend with a fibre system, a standard 3000psi steelie/aluminium cylinder will do fine.
When you have played more, seen what people have etc then you can make a decision on the right bottle for you
(Stricltly speaking you dont necessarily have to buy now, you can borrow or rent a cylinder from sites for a while)
And if you have not done so already look up the 'what paintball costs' thread for a summary on different types of games available to you