You will love your Hobart 140. I have had one for a while now, and it is a fantastic welder. Agree with ClintS on the "keep the feed line straight" issue. It's not a common problem (doesn't happen every time) but the ONLY problem I've had with my 140 is when I let the feed line get a little too bent and the feed slows down or stalls. Supposedly the newer 140's (from 2012 on, I think?) fixed that problem with an all-metal feed mechanism.
As for the gas, I bought my own bottle, and still have an almost full bottle sitting around that will probably never get used up. Honestly, for 99.9% of what I do I just use a high-quality flux core wire (Hobart, Lincoln, etc. -- AVOID the Harbor Freight wire) and I really don't have much of a splatter problem. I'm not a GOOD welder by any stretch of the imagination, so maybe it's my skill, but I haven't seen a huge benefit in using the gas over using the flux core for MY PURPOSES. Your mileage may vary, though.
The other thing about flux is that you can use it outside in the wind, or take the welder to the job site on your property without lugging around a tank. The main reason I bought the Hobart 140 instead of a bigger 220v machine was so that I could move it around to the places where I needed to weld instead of taking the project to the welder. Flux core just makes it that much easier to do that. Also, if you are really pushing the limits of the 140 (like trying to weld 1/4 steel or doing multi-pass welds on something thicker) the flux core will burn a lot hotter than the gas-shielded wire, giving you a LITTLE bit more penetration for those larger pieces.
So... my suggestion would be to get a smaller bottle. I wish someone had told me how great the Hobart 140 was with flux core before I bought it. I bought it since it was gas capable and my experience with flux core welding had been bad in the past, but the 140 does a great job with it. IF YOU ARE LIKE ME you may find you don't use the gas as much as you think you will.
Gas certainly has it's place and I'm glad I have the capability to use it with my 140... this isn't a commercial for flux core -- just telling you what I experienced as an "I need to fix a broken piece of metal" welder and not an "I make works of art and require perfect rolls of dimes every time" welder. If I had it to do over, I'd skip the bottle and put the money towards an upgrade to my welding helmet.