Such a late reply, but from experience on BOTH ends of CO2 generation, I would vote that using a tank is easier than a generator as far as "right out of the box". Once they are both setup, the co2 burner will be more cost effective and less work (if you go directly to a line). Otherwise, you're going to be buying/refilling propane tanks, or buying/refilling CO2 tanks regardless so in that regard it comes to personal preference.
The BEST part about CO2 tanks is that they do not create ANY heat. The burner is your best friend during winter days and worst enemy during summer heat (completely depending on your setup/scenario). I'll just make a quick list of what I've found to be the pros and cons of each type:
CO2 Tank Pros:
No heat production
Easy to setup/use
Refills readily available for about $20
CO2 Tank Cons:
Refills required
Typically a deposit required for tank (~ $150)
CO2 tanks are not as inconspicuous as a propane tank would be
Burner Pros:
No refills needed (if going directly to gas line)
Refills readily available (About $15)
Less expensive operation costs
Propane Tanks are less conspicuous
Can help heat a colder area during winter moths
Burner Cons:
Creates heat which must handled appropriately
Slightly more involved setup if going directly to gas line.
Tit for tat - they are about the same in setup. You're also going to pay about the same to get into either one off the get-go. $150 for a tank deposit and $100 for a regulator + tank cost would put you about $300 give or take a few bucks and tax. The gas burner generator will cost you roughly the same. It all comes down to personal preference. Some people in colder climates will find use of getting the heat, others in warmer climates might find it costly to provide additional cooling. Don't forget, every degree the burner will raise your temps above your desired threshold, you'll have to cool that degree. So one of the biggest costs, people don't take into consideration is cooling.
Hope this helps!