+1 to everything oldpunk78 mentioned.
If you want the cheapest route, do the research on parts, and then build your own setup. If you are patient on eBay, you can get great deals (the operative word being patient). Good deals are far and in between, but it is possible to get very cheap regulators (I scored a single stage Victor for $12 awhile back).
Otherwise, you are looking at buying from users on these forums, or going through a retailer such as GLA.
Of course, you can also buy the commercially available products; opinions regarding these products are pretty varied, so it is also a good idea to do your own research (and thus your own judgement call) for this.