is buying the parts separately cheaper? and i know nothing about c02 systems is there a list of stuff id need somewhere?
Buying the parts separately will be cheaper, especially if you bargain hunt and wait for the best deals on eBay and/or the Swap and Shop forums.
Here is a list of parts that you will need.
CO2 Tank
Get the largest tank that you can afford. Tank prices are not that all that different. For example, a 10 lb tank will not cost twice as much as a 5 lb tank. In addition, the larger the tank, the less often you will have to refill it. Refill costs are another issue. Larger tanks in general, cost nearly the same to refill as a smaller tank.
Regulator
This controls the delivery of the CO2. It will reduce the tank pressure from 800 PSI to about 30 PSI. There are many different regulators you can look at, such as Victor, Cornelius, Mattheson, Concoa, etc. There are single stage and dual stage regulators. Try to get a dual gauge (note, dual stage is not the same as dual gauge) regulator, so that you can monitor both delivery pressure as well as the CO2 tank pressure (amount of CO2 left in the tank).
Needle/Metering Valve
A good needle/metering valve is your best friend and arguably the most important piece of equipment. The needle/metering valve will reduce the pressure from 30 PSI to a few bubbles per second. Again, you have several brands to choose from including: Clippard, Fabco, Swagelok, and Ideal. The latter 2 are probably the "best" brands (i.e. they are ht most reliable and will not float once they are set).
Solenoid (Optional)
This will allow you to turn off your CO2 automatically via a timer or a pH controller. Some people like to keep their CO2 on all the time, while others use a solenoid to turn it off at night.
Check Valve ("Optional" - see below)
Technically optional, but is required. You don't want water to back siphon and destroy your regulator. Brass ones are better than plastic ones, which will be corroded by the CO2 with time.
Bubble counter (Optional)
Will allow easy monitoring of the CO2 flow rate. You can DIY one yourself if you want.
Drop checker (Optional)
Allows easy monitoring of the amount of CO2 in the aquarium. Again, you can DIY one yourself or purchase one.
Diffuser/Reactor
You will need some way to get your CO2 to efficiently dissolve into the water column. Whether this be with a glass diffuser with a ceramic disc or an in-line reactor will epend on the size of your aquarium and what kind of setup you have.