Helium is still quite common in welding and would probably be available in a gas depo, but so would nitrogen which is cheaper to get. If asked why helium try playing the I'm picking it up for my dad/friend card. Or you're hosting a big birth day party, which requires a lot of balloons.
The helium you get from a gas depo/welding store will come in high pressure cylinder, which either you brought with your or the store will supply you. If you bring your own, it's just a matter of refilling it but if you buying a whole cylinder they probably going to ask more questions about its specific use. Not because they're instantly suspicious, but to help you with your specific needs. But depending on your answers and knowledge about your use it can raise suspicions, try stick to one story either you don't know anything and only helping your dad/friend or you have a very specific use.
The helium high pressure cylinder you get will require a regulator and a flowmeter to use with an exit bag, sometimes the flowmeter is built in the regulator. It's not like the party balloons canisters you se in the store, these are under much more pressure.