For someone who's never used one, I'd recommend a single action, either badger or aztek.
Single actions are extremely easy to use and allow you to experiment with an airbrush before sinking big money into something you might not enjoy. With a single action, pressing down on the trigger releases both air and paint. It's basically a no-brainer. You don't have to worry about controlling air-to-paint mixture like with a double action AB. You put the paint in the cup, connect to an air source and you're off and spraying in no time. On the upside, they're very easy to use. On the downside you have no control over the amount of paint. And because all single actions are external mix, the atomization isn't as fine as with the DAs which are internal mix.
But practice for a few months with a SA brush and when you feel ready (and if you still enjoy using an AB), upgrade to a DA.
As for an air source, well, propellant is cheaper, but generally has a lot of problems. With constant use, compressed air will drop in temperature and turn into water until it warms up. That has a few inherent problems of it's own. When the air pressure drops, you can't shoot any more paint until it warms back up (plus you don't really want to chance shooting water through brush and onto your project anyway). Also, they have no way to regulate air pressure which means you need to get a seperate regulator (though I've never seen anyone use one in conjunction with a can).
A constant air source (AB pump or a pump w/ tank (like the ones used for air tools)) are more expensive but are a one time purchase. Most have a built in pressure regulator so you can control how much air is getting to the brush. Some are quiet and some are noisy, but you never run out of air in the middle of a project.
That should answer most of your questions, but if you have anymore, feel free to ask.
-Fred