Go to your local welding supply shop, buy from them, build a rapport with them, if you're getting a new machine from them they should cut you a deal on a bottle too. For an individual hobby welder, I can't imagine renting bottles, I'd buy the bottle outright.
Miller (Hobart), or Lincoln will suit you just fine. Stay away from the Lowest-Depot and similar box store welders.
If you're dead set to purchase online check with cyberweld.com.
I own a Miller 211, it's their biggest "portable" model, has the multi voltage plug (MVP) and capable of running on 120 or 240 volts. I must say that the auto set feature has absolutely spoiled me, and very much worth it in my opinion.
If you don't need portability, have 240 volt access, and you want it to be the last welder you buy, take a long hard look at the Miller 252.
Don't forget to budget for accessories, gas bottle as mentioned earlier, gloves, clamps, magnets, etc. Most importantly in my opinion, get a good hood, doesn't have to be auto to have good glass, and offer excellent protection, but a good auto hood is worth it's weight, I've got a Digital Elite and love it.
One last thought, whatever size bottle you think you need, get one a size or two bigger. It blows being in the middle of a project and running out of shielding gas on a Sunday when everyone's closed.