If you skydive and rock climb, I think I'm starting to understand the spare air and two alternates ideas. Well, recreational scuba diving is about a thousand times safer than either skydiving or rock climbing, so rest easy. OW diving means you can safely ascend to the surface at any time during the dive. Reg failures in a well serviced decent reg are VERY rare, and almost always related to free flows rather than air stoppage. Running OOA, as long as you're careful and attentive, is likewise very rare; almost always caused by simply carelessness. Taking a pony, spare air, or additional secondary air source is unlikely to add to your safety by any measurable amount, and in fact may be theoretically "less" safe.
I would suggest you get the minimal gear you NEED, and do some diving. After 50 dives or so I have a feeling you'll have a much better sense about safe diving practices and the equipment involved.
Cool, at least someone knows where I'm coming from... Some of the other sports I'm involved with are HIGHLY gear dependent and it was my perception that SCUBA was the same way. It's nice to know that there's a little safety margin there for failures