I have an Artograph 1520, and don't vent it outside.
I live in a studio apartment; the one window I've got also has the AC under it, so anything that is blown out will just be sucked right back in. I find it a bit inconvenient to paint with the door open.
I started out intending to use only acrylics in it, but have switched over almost exclusively to enamels, cleaning the airbrush with low-odor mineral spirits and a cleaning station similar to this one: http://www.swannysmodels.com/FumeCan.html. I rarely notice any fumes (even during painting, but my sense of smell has never been that good). A few other notes:
1. Only paint in this thing with an airbrush, and even then watch the pressure. During my first couple paint sessions, I opened the brush full up (don't remember the pressure), and had small clouds of paint coming out. Rattle cans are out for sure.
2. If you can afford it, spend the extra money for the metal hood (base model only comes with a cardboard hood). It looks a bit better, and the plexiglas panel in the top increases the number of ways you can illuminate the work area.
3. Some folks use lacquer paints (like for car models) or lacquer thinner to clean their brush. I haven't tried either (lack of need for the former, guts for the latter), and you may want Styrene or Swanny to weigh in on whether or not it's OK to do so .
4. If I were in your situation, I would put this thing somewhere else. I don't know your exact situation, but am a little leery anytime somebody suggests putting volatile liquids in the same room with a furnace, even if it's just for storage.