Aspen,
Usually credit inquiries, like this, don't hurt FICO scores, unless you do many of them. I am not a financial advisor, but I do hold a Airgas account. The credit check is just part of doing business these days. Of course, you can go and pay twice the amount at Tractor Supply for the gas and get out without a credit check.
You can purchase a 125cf bottle from airgas as well, that way you own your own bottle. However, as far as rent goes...the bottles are all the same price for lease. You only have to decide how much you need and you can trade up or down depending upon your most recent budget. With the purchase option, you pretty much are limited to the 125 cuft tank, no stepping up or down.
Yesterday a 300cuft argon bottle cost me 55.00 to refill.