Don't give up on welding O2 just yet Kat. Many of the welding supply shops in my area will also deliver tanks. They do charge a fee, but I crunched the numbers one time and it was still cheaper than paying for medical O2 out of pocket. You could call around to your local welding supply stores and see if they do deliver. That could be a good way to save the time of visiting the ones that don't deliver.
Another thought would be to get a smaller tank and carry it around using a dolly. 125 cubic foot tanks can be fairly heavy, but with a dolly it is a breeze to move them. That would be roughly the size of a medical M tank.