Hi Poptart
Advantages of a N2 Compressed Air system are better consistency of shots, plus the gas isn't susceptible to the variations in temperature that CO2 is - so you don't have to worry about your gun drawing liquid or icing up if you go mental on the trigger! (Bet that's a temptaion on E99
)
Disadvantages - Air systems are generally more expensive to set up and where you play may not have air fills available. You also get less shots for the equivalent size - there are some figures on this board somewhere.
Some guns really work better on N2 - ask a few spyder owners what they think.
PSI is the pressure rating of the tank. A higher rating means you can use higher pressure which means more shots out of the bottle. Again, some sites or dive shops may not be able to fill to 4500 psi, just 3000 psi. Although if you have a higher rated bottle, you can always fill it to the lower pressure, no problems (you just get fewer shots).
To fill your own tank, you'd need a scuba tank or two and a fill station so you can squirt the air into your marker's tank. Dive shops can refill the tanks for you - it's probably not worth the expense and tech hassle getting a compressor yourself.
A cheaper option for air is getting a "fixed output" bottle - usually they are rated at 800-850 psi
output which is what most guns run on, unless you have a low pressure set up. Most of these will just screw in where you put the CO2 bottle in at the moment. You can buy these in both 3000 psi and 4500 psi capacities.