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@Steven, good info. Yet there are still a few pointers.
@kissarmy8193, if you are looking for an air compressor, it is wise to get one with an air pressure regulator. Some paints require a higher pressure then others. Spraying a paint which requires a low pressure sprayed with a high pressure can and almost will ruin your paint job.
With a pressure regulator 9 out of 10 times there is a moisture trap build in. Some compressors come with these build on them. Usually this has a cylindrical shape. A black dial for changing your pressure on the top and a see through jar on the bottom with a screw underneath it. This is the moisture trap which must be bled with this screw once the jar fills up with water.

Then there is the case of buying a compressor with or without a tank. If you’re not going to use the airbrush that much, you could do without a tank. Even if you’re going to use it a lot, you can do without a tank. The benefits of having a tank is that it prolongs the lifespan of the compressor. This is because the compressor doesn’t has to be working all the time you are spraying.
An other thing with a tank is that it takes away air pulses which is generated by the compressor working, meaning that there can be a slight fluctuation of pressure coming out of you airbrush. When doing large surfaces this will be no problem. When you’re doing fine lines, like pre-shading, this can give a problem.
A lot of modelers without a compressor with a tank solve this problem by using a spiral hose. As stated by the president of Badger in an interview which is on YouTube. If you can, I highly recommend watching it. It’s full of tips for newbies and even advance modelers.

If the costs of a compressor is too high, there are other alternatives for getting pressurized air. You could get a can which is similar to a spray can, just without any paint in it. Or you could get a CO2 tank, and get it filled once it’s empty. An other option is getting a tank to hold compressed air, which can be filled at most gas stations where you can pump your tires.

As for the airbrush itself, if you’d like to do pre-shading, a single action (pushing the button and air and paint come out) isn’t the way to go. The control over the amount of paint coming out can only be adjusted before starting to spray by twisting the nozzle on top of the paint-cup. By the way, a single action is always bottom feed. This means the paint-cup is placed underneath the airbrush.
Twisting the nozzle on a single action will give you the option of getting less paint out but will not produce fine lines needed for pre-shading and such.

A dual action will only give air once you push the lever in. Then when sliding it back will give paint. The further you pull back, the more paint you get. The lever is almost always on top of the airbrush. There are however some with a lever placed on the bottom in front of the airbrush. I believe Tamiya makes one. Brian from Boss Builds uses on.
It works the same way. The only difference is that you pull the lever back a little for only getting air. The the procedure is the same. The more you pull back, the more paint comes out.

If your budget allows it, I suggest getting a brand name, like Iwata, Badger, Harder&Steenbeck, Tamiya or Wave. Then there is the case of choosing a size needle and nozzle. If you’re not going to spray like say very little figures a 0.3 needle and nozzle will be fine for getting fine lines and spraying larger surfaces. For spraying most metallic paints it is recommended using a 0.5 needle.
A 0.5 will also make fine lines, but not a fine as a 0.3. Making fine lines is mostly a technique you’ll have to master.
An other thing is, the smaller you needle and therefor nozzle, the higher the chance of clogging the airbrush should you use a too thick of paint, or not having the paint diluted enough.

If your budget will not allow a brand name airbrush yet, or you’re not sure if airbrushing is the way for you, you could always try it first with a Chinese knock off. The quality is not a good as a brand name, but it will help you get a feel for it.

Lastly some advise on cleaning the airbrush. What Steven said is absolutely true. Most airbrush cleaners cellulose based thinners which will eat trough almost everything. Even the Teflon o-ring in the airbrush if it sits in there for too long.
Only use a cellulose thinner based airbrush cleaner as the last step when flushing the airbrush and the flush it with Windex or distilled water. And use it as the first step in cleaning when sprayed with lacquer based paints.
When using acrylic paints, water or alcohol based, use Windex or any other ammonia based cleaning agent. DO NOT use a cellulose based cleaner or thinner with water based acrylics like Vallejo!!! This will result in a gum like goo which can destroy your airbrush. For alcohol based acrylics like Tamiya and MrHobby there will be no problems.
Enamels can be cleaned with mineral spirits. Cellulose thinners are fine though, just more harmful for you, the environment and your model.
And of course using Windex (or any cleaning agent ammonia based) and mineral spirit for cleaning you airbrush is also much cheaper.

I hope this helps you out in choosing your airbrush setup and choosing cleaning agents. Should you have any other questions or need more information, please ask us.
Happy building

@Steven, thanks for the feedback. Didn’t know that. I’ll take a note of that. Thanks again.
@thebanshee13, great idea for giving a link to a good deal on a complete package! Thanks