A CO2 system cost is mainly in the computer, then the valve. I've had no problems just getting a big tank refilled every so often, just say you use it for welding. Cops aren't looking for CO2 transactions, if you're really worried, just pay cash. Just buy things from different places.
Not sure on the wattage of the cfls, just use the most powerful ones you can afford, stick with the curved ones that fit in a normal socket.