Mark,
Air costs about $4/fill. You'll need to get a local driver's license right away to get fills b/c that's the law.
Hard to find? You can get almost everything on island, but you might have to drive to 3 different stores to find it. If you really need something, just go to Guam like Dave said -- there's a huge KMart and a WalMart is slated to be built. If you can ship over a 4WD truck, that would be key. You can get them there, but new ones are expen$ive and used ones are rusted out from all the salt in the air.
Favorite macro site is Lau Lau Bay. You can find lots of shrimp and gobies in the coral rubble. Along the pipe in 50' there's my favorite Pink Anemonefish couple and you can find lots of transparent shrimp and small crabs right around there. The coral's not much to write home about, but there's a lot of stuff if you spend some time looking.
Wide angle site faves were the Grotto and Wing Beach (diveable March-July), and Banzai Cliff (if it's diveable at all, one of the better sites).
When you get to Saipan, give my buddies Joe and Dale a buzz at Speedy Tertle (http://www.speedytertle.com). They'll take care of you. Tell 'em Marlo sent you.
And if you get sick of the diving there, just head over to the Philippines, Bali, Palau, Yap -- it's so easy.