I have a B36TC that I purchased 3 years ago. I generally cruise between 11,000 and 13,000, so I use the built-in O2 system regularly. Most recently was a 3 hour flight from Missoula, MT at 14,500 to clear clouds. With three passengers wearing masks, and me on a cannula, I used up one tank plus half of the other (a tank in each wing). I wear a SkyOx cannula with their A3 flowmeter so that I can adjust down the ships pressure to work with the cannula. I found that I needed to install a hose clamp where the tubing connects to the scott connector (before the flowmeter) or the tubing pops off the scott connector. The flowmeter is $49.95 from SkyOx.
I recently bought a mask with microphone ($385) and A5 flowmeter ($70) from Precise Flight. They also make a oxygen conserving system that you can use with their mask and the ship's system, but they are out of stock -- one of their suppliers folded, and the tooling was seized! They need to qual a new vendor. Maybe they will be back in production end of 2009.
The tanks need to be hydrostatic tested every 3-5 years (depending on the tank), and replaced at approx. 25 yrs (don't remember the exact number). The hydro test isn't a big deal, but keeping the system running can be. I've had several leaks and a cracked fitting. Still, I prefer the built-in system over hauling a tank around! My kids know how to use it.
I've never had problems getting the O2 system filled. There's a fitting and gauge right under a wing panel, and most shops can deal with it. My regular shop charges me $37 to fill the entire system (two tanks). Considering the gas the TSIO-520UB gobbles up in 3 hrs, O2 is a minimal expense!