Once I went to strictly welding O2 I thought I was set. But there are still problems sometimes. I usually have to prove ownership of the tank by carrying around the purchase receipts when I have them filled. I often have to exchange my tanks, which I hate but tolerate. I also still carry a print out of my O2 Rx with my portable tank, regulator and mask. But I NEVER mention medical oxygen or Rxs with the welding store. They get really weird about selling welding o2 when you do that.
I have two 125 cu ft tanks (M tank) and I fill them with welding o2 for $20 each. I also own 2 E tanks that I fill with a transfill rig I bought off Amazon. These days my O2 bill is down to about $40-60 per month.
However, there were some steep up front costs. Each 125 cu ft tank was about $250, and the E tanks were about $50 each. The transfill rig was about $80 off Amazon.