I bought a cylinder of Bernzomatic Oxygen on the advice of my local homebrew store. They sold me an adapter kit (w/ air stone) and I got the cylinder from Lowes (tool section).
Firstly I tried attaching the adapter directly to the cylinder which caused massive leakage through the threads. Applying teflon tape (lots) helped but it was still leaking a bit. Exhausted the entire bottle for less than 5 minutes.
If anyone is using O2, how is it done?