I use an airbrush holder like the item second down on this page:
http://www.badgerairbrush.com/access2.htm
It was about $20 or so if I remember right. Absolutely a must if you are going to paint and need to put the airbrush down to do something before painting again. I got mine from Michaels Art Store but you can get them from www.dixieart.com as well as other online airbrush stores.