Renting a tank for shore dives usually is only a couple of bucks more than getting your own filled.
Yeah, but if you are doing local diving (shore diving or on boats that don't rent tanks), then you have logistical headaches with renting. If you have your own tanks, you can keep them filled and go diving when an opportunity arises, even if it's at the last minute after the store has closed.
Also, if you rent tanks, and you are returning from your dive after the time the shop has closed, then you have to hurry to get them back the next day the shop is open, or you will get charged for extra days (in most cases, some shops may work things differently, or allow late night drop-offs).