In my experience: CO2 helps them form heavier bud set earlier, and better handle heavy crops. Nothing takes the place of good ol' fashioned training, but in an optimized situation CO2 helps to push yields that much further. If your room is ventilated you can have the venting fans turn off whenever you run CO2, so for like 15 minutes the temp, co2, and general humidity will rise slightly, but this is a good thing and helps with CO2 absorption.
When in doubt test it out. I wouldn't say that 30% yield increase was out of the question, but it is strain and technique dependent. I use a lot of fans in my room and I didn't really notice a huge increase yield wise, ~10%, but definitely vigor wise. Pressurized tanks or open flames just sitting around in my house freak me out, I had a water heater blow a second after I walked away, it put a dent in my freezer the size of a human head and fucked up our laundry room. I know you were thinking of getting a burner which would alleviate the pressurized situation, but they generally still run on a pressurized gas tank.
I wouldn't run CO2 until you are sure that you are doing your absolute best without it, with proper training and canopy management you can get massive yields. CO2 is very rarely your limiting factor, some people would take a highly vented room with overkill amount of air movement over CO2 supplementation. CO2 levels indoors are generally higher than they are outdoors. Many people pump air in from basement, and vent out into the attic. CO2 will always settle in your basement. Especially if it was originally an unfinished basement, as they generally have inadequate air flow, so it's harder for CO2 to escape. I repeat,
when in doubt test it out. Find what works best for you, and your plants, and you will be a happy grower.
I've only used; CO2 tanks: worked well but I always forget to change them, tea candles : CO2 a little CO and delicious smell but even more frequent replacement, yeast: seemed to harvest 3-5 days earlier same problems but with consistency issues, and mycological CO2 system : by far easiest to maintain plus it made amazing compost and it is free other than a fan and ducting to hook it up to your room.
http://www.youtube.com/watch?v=h3EWYrxrsns
A lot of people demonstrate with dry ice and I think that undersells the true density of CO2.
Best of luck in your growing endeavors,
ILovePlants