As a somewhat heavy guy (230 lbs), I've found that some of the knockoff office chairs you can get cheaply ($100 or less) from Staples/Office Max/etc can fail in the pneumatic lift system. In fact many chairs at the above retailers have a tag suggesting a maximum weight limit of 200 lbs.

I bought this one a few years ago and it's still holding up perfectly. It has plenty of adjustments to it:

http://www.ergonomichome.com/zmeofch.html