Aviator's grade oxygen is exactly the same as medical grade oxygen, with the exception it is run through additional filters to remove all moisture; moisture at altitude will freeze in the oxygen lines and is not good. In areas of Florida, they now have "Diver's Grade" oxygen, which is the same as aviator's grade. The companies came up with this for marketing, to trace the usage and demand by the diving industry.
UHP (ultra high purity) helium is the stuff you want for diving. I know of many people/places that use regular welding grade helium (much cheaper). Impurities in helium lead to bad welds and generally is not a problem in helium as the welding business would not put up with inconsistent quality. *However* the issue is when a company is short on bottles and they paint a low or "empty" argon bottle (or something else) for use as helium storage if in a rush. This does occassionally happen in the welding business. If that bottle gets into the mix and winds up in your pile, well, that is not good. This is especially important at greater depths when even minimal percentages of gas can have dramatic effects. A UHP helium bottle is required to be evacuated with a vacuum to remove any trace gasses, before refilling with helium. That is what you are paying for as all helium basically comes from the same source.
Depending on the region you are getting gas from, you may not have any worries with full disclosure. My distributor knows what I am doing and could care less. Plus, it would have been hard to conceal the fact, as I have my gas delivered to my house and when I open the garage they see it full of dive gear. Furthermore, many distributor's deal with dive shops and are saavy with diving needs, at least with oxygen. However, as offered previously, it may be best to offer as little information as possible.
After polling around the area for prices, you can use the competition against each other and haggle a lower price. They have quite a bit of wiggle room, but don't expect to play hardball. While I use a considerable amount of gas annually in respect to the average (tech) diver, it is still trivial in comparison to the welding industry.
Cheers,