My advice regarding airbrushes is to stick with well known brands for a couple reasons: 1) The quality of the airbrushes is high, so you are less likely to have problems with their function, 2) replacement and accessory parts are readily available at many stores. I personally prefer Paasche and Iwata, but they are more expensive than others. I agree with Hunter, you should get a kit to start.
Don't fall into the air can trap because you don't want to purchase a compressor...it only takes a few projects to realize you have already spent as much as the cost of a compressor since the canned air does not last long and with the investment in a good airbrush, the compressor is just as important. I have used some very nice desk top compressors that are very quiet, but be sure it has a good amount of air flow capability and get one with a spray gun regulator or purchase one separate, it is ideal for controlling the air flow to the airbrush. I recently bought a new tank compressor from California Air Tools off Home Depot's website, GREAT option (if you have the space for it)! It is nearly as quiet as the little desktop compressors and the reservoir on it gives you a lot of work time, plus you can work on your car or do some brad nailing on the side.
Lastly, you need some space to use the airbrush. You can set up a spray station outside if you don't have a garage, but if you can afford the cost and space, a spray booth is ideal to allow you to spend hours painting without annoying everyone in the home with smells and damaging your own health.
For further details on airbrushing, check out the painting forums or as someone mentioned, check out Youtube.