Welding CO2 has to be very pure as a general rule in order to avoid contaminating the weld. The gas is used as a temporary shield to keep the weld clear of oxygen and other contaminants. Lubricant in this situation would be a disaster.

What you're thinking of is the CO2 used for propulsion in gas driven guns like BB's, pellets, and paint-balls. This gas often has synthetic oil mixed in to keep the moving parts of the guns lubricated.

TL;DR: Welding shop good, paint-ball shop bad.

Go to your local soda supply, they will almost certainly be glad to set you up.

In the Bay Area, Carbonic Service in Santa Clara are GREAT -- if you walk in and tell them you want to make soda, they will hook you up with a 5 lb tank and a fill, and a pre-made-up combo with tubing, regulator and ball-lock valve, along with the screw-top adaptor for the 2L bottle.

Any welding supply shop you might go to is going to have food-grade CO2. You can also easily get it from scientific lab suppliers or any number of other places, and I've shopped at homebrew stores that have refill programs (you drop off your empty tank, and once a week the welding shop picks 'em up, refills 'em, and returns them to the store). Food-grade CO2 is dirt cheap and readily available.

Or if you're really lucky, like me, your local homebrew supply shop will fill up your CO2 tank while you wait....

I get CO2 for a kegerator for approximately the same prices OP lists above from a beer distributor; party supply stores also stock it. Available all over the place.

There isn't really "food grade" CO2, just CO2.

I bought a CO2 delivery service business in college that was a sideline of my friends dad's business. He was buying tankercars of CO2 for welding to get a lower price and then selling his "cheap" CO2 to bars.