Portable compressed air, how ?

Ive worked for couple of years in industrial automation fields. Pneumatic actuators are quite common and widely used in industrial robots, as there's always a regulated supply of pressure air available. Correct me if im wrong, but hobby roboticist do not use pneumatics because:

1 ) actuators are expensive 2 ) off-the shelf compressed air "batteries" do not exist

First point can be solved with supply and demand laws, plus IMO Shadow's air muscles are already quite a leap forward in price, and power-to-weight ratio ( also important ). For those who havent seen em yet, thats a telltale picture

what can be done about point 2 ? Whats the state of the art in portable regulated air supply ? Probably a high-pressure compressed air cylinder with pressure regulator would work, but how small and cheap could such combination be ? Is anyone working on such product or already manufacturing somesuch ? Here's a short introduction about possibilities for small robots,

-kert