Unlike some other countries, we in the U.S. can't buy the machine directly through the manufacture (Roche). We either need to go with a monitoring service or buy from a 3rd party like eBay.
If using a monitoring service, they will loan/rent you a machine, provide training, technical support, and send you supplies (strips, lancets). If there is ever a problem with the machine, they will troubleshoot it or they will send you a replacement. They also act as a "middle-man" where you report your results through them and they communicate it to your doctor. They also work through your insurance.
If you buy from a 3rd party, it's "buyer-beware" like any other purchase. i.e. you need to find a reputable seller, make sure you get a new machine/unopened box (if you don't want a used one), you probably will not get a warranty, tech support or training, and you need to find your own supplies. Unless you are comfortable managing your own results and dosage, you will need to find a doctor who will work with you directly (some on this site have mentioned their doctor won't). And you will need to check with your insurance company to see if they will cover this (some won't without the service).
You get what you pay for. If using a monitoring service, you are paying extra for their service and benefits. If going through a 3rd party, you can save some money but won't get all the benefits and comforts if going through a monitoring service.
If it was me testing, I would go through a 3rd party to possibly save some money for the machine and supplies, but as my wife is the one testing, she prefers the piece of mind and convience of going through a monitoring service.