I probably would disagree with MikeV about a double action being no more difficult to learn than a single action. Granted the double action that I was using was an Aztek and I have heard a lot of people indicate that that its trigger feel is weird compared to a more conventional AB. Given that disclaimer, I found moving the trigger to the exact, ideal paint flow setting while painting my model to be a bit hit or miss, particularly while worrying about how close the brush is to the model, moving the brush over the model, etc. With a single action, you can adjust the the piant flow off the model, and once set, paint away without worrying about it.
I can see that a double action would offer better control, at least when properly handled, in some circumstances, but up to now I haven't encountered any modelling situations in which having a double action AB would be a benefit compared to my single action units. Looking at all my models that I've built, I can safely say that any air-brushing deficiencies were due to my level of experience rather than lack of capability from the airbrush.
On the other hand, I think the price preak between single and double action units is somewhat overstated as well. Obviously, extreme high end units that the Mike Lavalles of this world need to earn a living are quite pricey, but something like MikeV's Badger 100 can be found for well under $100. I recall one distributor pricing it for only $20 or $25 more than a Badger 200 single action/
The bottom line, is properly used you can get great results with a single action AB like the venerable Paasche H. But if you really want to go whole hog, and get a good double-action airbrush, you don't have to break the bank to do so.