I recommend a good single action air brush. Get a good name brand like Paasche or Badger so you can get replacement parts. You will at some point screw up a tip (needle) and you'll want to be able to get a replacement quickly and easily. I tried a double action at one point and came straight back to the single action. What I use is a Paasche. It's a standard work horse that's been around a very long time. Single action's are very easy to clean and adjust. You can purchase at least 3 different tips for different spray patterns. If you're just starting out don't complicate it with a double action. Contact Paul Boyer and ask him for a recommendation. He's the painting guru at FSM and he can give you some great tips. He responds very quicly to e-mail as well. Great guy.
Also consider the following when you buy and work with an air brush.
Air source: If you get a compressor get one with a tank. You want steady proessure. Be sure to get a pressure regulator. You want to get a moisture trap so that a small water drop doesn't come flying out of your airbrush at exactly the wrong time. Another option is to get an air tank. I don't think they are very expensive compared to a compressor. You can have them filled at a company that specializes in that. You'll find them in the yellow pages and they may be able to help you with the tank too. Keeps the noise down in the house as well.
Health: Get a good respirator. Don't turn your brain to mush. You'll need a good place to spray. I have a small spray booth. I built mine, but there are commercial units on the market too. You want to get those vapors out of the house.
On my "to do" list is a dust collector. It makes me crazy when that stray piece of whatever floating around the room ends up on my wet paint. If you're working in a garage or an unfinished basement you are especially vulnerable to that. So I'm planning on adding a dust collector to my work area. Delta and Jet make these, but I'm going to the home show today to see about whole house electronic air cleaners.
Have I spent all your money yet?
If you want to talk about it further shoot an e-mail to me.
Good luck!