Opinions... Buy a "Common octopus" from a lsf or Bimac from Fishsupply.com? Id like to get the Common because hes relativly small and seems to be of a young age. Also id like to get him/her fast so thats another reason.
If you have a tank with sump, skimmer ect (ie all set up) you wont need an air diffuser. I take it you mean the air bibbler things in freshwater aquariums? Bubbles are generally bad for marine setups - they can create scum on the surface and I think they can kill some animals (not sure on that one).
What type of skimmer do you have? An airstone skimmer uses a wooden air diffuser to create bubbles, and has to be replaced every month or so , as it will become blocked.