Well here's the gist of things: CO2 is cheap, but it is very unstable, and you will have a dramatic change in FPS during use. I wouldn't recommend it whatsoever, but I still know some people that use it out on the field. GBBs are extremely fun, but yes, they can be quite finicky; despite this however, they are still the most commonly used on the field, and generally have great performance, as long as you clean it regularly. Finally, there is the NBB pistol, which tends to be very reliable, but can be somewhat boring in comparison to the others. Also, they generally have a high FPS (400+ depending on the model), so be wary of that when buying one.
Personally, I run compact GBBs, as I only use them in emergencies, and they can be stored nearly anywhere on my rig. This is your decision to make though, and I don't want to tell you to go in one direction or another. As a suggestion, once you decide on a pistol that you like, put the link up for it here, and we can tell you if it's any good or not.
