A CO2 fill rig connects to your bulk tank, and will have a hose leading from that to an ASA threaded adaptor, which is what you screw your personal tank onto. It should also have some various ways built in to vent the gas that is between the tanks (i.e in the hose). You would probably need to get some training or be shown how to properly fill from someone at a paintball site or who knows what they are doing, as you need to weigh the tank to make sure you don't over-fill it, and also need to chill it before filling in order to make sure it takes as much as it can. This is normally done by adding a small amount of gas, and then letting it all out at once so that the small tank drops in temperature. These steps take some care and attention, but you should be able to do it yourself after a few gos.
I don't know about the costs of renting a bulk tank...so I'm afraid I cant advise you on what would be cheapest.
In your initial post you talk about getting an air powered gun, what do you have now and what are you thinking of getting? That might help, as some guns will only be able to run on air, as the internals are sensetive to the temperatures and nastiness that CO2 brings with it. CO2 is great for cheap guns like a spyder, but it does come with a certain degree of problems. If you tell us what gun(s) you have in mind, it would help in deciding what would work best