It's a whole different world and I certainly wouldn't be without mine but have your wallet at the ready. One cornie will never ever be enough and I suggest you budget to start with three. Then you'll need (ideally) pub gas. There are other methods but these will work out expensive in time, you really should try to find a proper CO2 supplier rather than go Hambleton Bard or Widget World. You'll need a regulator to fit to the bottle (again Norm can supply). And you'll need a tap, Norm does a nice one fitted to the keg but with only 1ft of 3/8th's pipe you're only ever going to get foam so you need to modify that with some 3/16th's pipe and JG fittings.
Budget £200 to start up with the above, whether going pub gas or Hambleton Bard or Widget World and you won't be far off. With just the one keg I seriously wouldn't bother, the keg itself is not the major expense, it's all the ancilliaries that go with it and whilst you will be able to knock a chunk off the £200 for running one keg I'll wager that you'll really struggle to do it for less than about £90 whichever way you do it.
The beauty of it is that once you have all the ancilliaries then you can add kegs at ~£30 or so a time which is cheaper than the half-decent plastic kegs (~£45) and unlike them you can properly force-carbonate beer, lager, water, whatever you like.
You won't regret going the cornie route (other than forever buying more) but be prepared for the initial outlay involved, it's quite steep but it does pay for itself in time.