Good middle ground if you cba with co2 is guarder black gas - not nuprol!!! - as that is dogshit.
S-thunder are the best shells by a massive,massive margin. You used to be able to get 6 packs of shells from various brands fairly cheaply but those days are gone, sadly.
Shower shells are obviously best indoors, and i reccomend an underslung indoors so you can fire them off quickly. Get a fair amount of shells (i use 4+1 in gun) as if you only have a few you will shy away from actually using it. And at any given time a % of your shells won't work.