Not to step on any toes, here, but there's been a lot of questionable info bandied about on this subject. I don't claim to be an expert, but I do have a couple of years experience using nitrogen from a 4500 psi industrial cylinder. Which means what I'm about to say doesn't necessarily apply to the 6K bottles, I've had no experience with them.
First, a regulator is NOT required to use a 4500 psi cylinder. Think about it, lots of guys are using 4500 psi SCBA bottles, and I guarantee most of them are not using a regulator. Yes, these things can be dangerous, but they're not "a bomb waiting to happen". Like lots of things in this world, take it for granted or get careless, and it can, and probably will, bite you. But so can a springer. Or your car, for that matter. This is an expensive enough hobby without tacking on another $3-500 just to be able to fill our rifles. Which brings us to item #2.
Proper filling technique for any PCP. Fill SLOW, bleed FAST. Watch your fill valve, it should come up quickly to remaining pressure, then slow down. Some guns will squeal a bit when filling, don't let it worry you. If you can't throttle your source, get a needle valve or some other way to slow down the fill rate. I fill at a rate just slightly faster than just being able to tell the needle is moving. Say 100 psi per second or less. If my gun's tank is getting warm, it's filling too fast. PAY ATTENTION! This is not something you want to be doing if there are a lot of distractions going on around you. Of course, if that's the case, you probably shouldn't be shooting, either :-). And this applies to any compressed air source, whether a scuba tank, an SCBA, or a big nitrogen cylinder. Pumps tend to be self regulating, although even there, if the pump is getting hot, you're going too fast. Info on compressors I'll leave to someone that knows them.
Nitrogen and compressed air are virtually the same molecular weight, the air we breath is about 80% nitrogen. So don't expect much, if any, difference in performance. One of the biggest advantages of the industrial cylinders has already been pointed out, this stuff is bone dry. My opinion is that moisture introduced by using a pump has a braking effect on velocity, as well as increasing wear and tear on the gun. My guns seem to shoot better on nitrogen, but that's purely subjective, I've never had the chance to really test that theory. NEVER, UNDER ANY CIRCUMSTANCES, FILL YOUR RIFLE WITH PURE OXYGEN, HYDROGEN, OR ANY OTHER FLAMMABLE OR REACTIVE GAS!!!. I know that's obvious, but I learned long ago to never underestimate the power of human stupidity :-)!
Cost is variable, Ken pays about half what I do for gas and rent, but my cost is still much less than getting scuba tanks filled, just because of where I live in relation to the closest dive shop (100 mile round trip!). Portability is an issue, my tank runs 200 pounds or more, not exactly something you'd be tossing in the trunk for a weekend's shooting. But each cylinder lasts me about 6 months, and I shoot a LOT! And usually multiple guns as well. So in my case, it's the best, most economical choice.
Having said that regulators aren't necessary, I'll back track a little bit and say I don't consider them a bad idea, I just don't like the cost. I think of regs the same way I think of mechanical safeties, you still need to keep the safety between your ears engaged at all times. For air guns, here's a link to a good regulator:
http://www.paintball-discounters.com/get_item_010558_hpa-fill-station.htm I haven't used this myself, but I've heard good reports from people that have. From what I've heard, it limits max fill, but not fill rate, so I'd want some kind of flow restricter or needle valve in the system. There are other, more traditional looking setups available, but the price jumps in a hurry.
I'll close this with a pic of my current fill setup. With the exception of the combo valve/bleeder, the rest of this was put together from parts I got from my local NAPA auto parts store. Yes, I had to special order some of it, but total cost is around $100 IIRC. Certainly no more than $150. At this point, the only improvement I need to make is replacing my hose, what's on there is a 1/4" hydraulic hose. It works, but it's very stiff and wastes a lot of air when I bleed off after filling. A micro bore hose would waste much less, I think 2 or 3 feet has the same volume as a couple of inches of what I'm using. If someone wants to duplicate my setup, let me know, I think I can probably put together a parts list for you. Any other questions, you know how to reach me. Later.
Dave
EDIT: On further thought, disregard the "100 psi per second" fill rate mentioned above. It occurred to me that that number is going to be gun tank volume dependent. While that might be a good rate for my Cyclone with it's 180 cc tank, it would be much too fast for an Air Force Talon with it's 490 cc tank.