What is the difference / advantage to using a propellant other than CO2?  Can someone give me the 411 on what's out there, what's best, and why?  Thanks.

Does Nitro cost more to fill?  Do most fields have it?

CO2: CO2 is actually a liquid that must be changed to a gas. The Conversion from liquid to gas causes your tank to get cold and the colder your tank gets the less pressure it produces. The Ideal tank tempature is 70 degrees, this is because at 70 degrees liquid CO2 produces about 850psi, which is the average operating pressure needed for optimal performance of most paintball guns. As the tank tempature gets lower the pressure drops and the gun performance drops as well. The faster you pull the trigger on your gun the colder your tank gets. At some point most guns will end up sucking in liquid CO2. This will cause things to freeze inside your gun which will cause your gun to stop working for a short period of time. In most cases CO2 works ok, but if tempaturers are below 50 degrees you can expect to have some problems with things freezing up.

Nitrogen/Compressed air/HPA(High Pressure Air): Nitrogen is basically the opposite of CO2. It is cleaner(makes up about 80% of the air we breathe), which is better for the internals of your gun. Compressed air under pressure it is a gas. This means that there is no need to worry about things freezing up. Compressed Air Systems use a regulator that is usually preset at 850psi, this means that no matter how fast you pull the trigger or how cold the tempature outside is you are getting a consistent 850psi to your gun.
The designation of 3000psi or 4500psi refers to the capacity of your tank. The more pressure you can fill it with, the more shots it can deliver. How many shots will your get? 3000psi tanks deliver about 10 shots per cubic inch (68ci = 680 shots, 47ci = 470 shots, 88ci = 880 shots, 114ci = 1140 shots). 4500psi tanks can deliver 15 shots per inch (68ci = 1020 shots, 88ci = 1320 shots, 114ci = 1720 shots). Shot fired vary with each gun depending on the type of setup you are using.