You can buy an air compressor with tanks relatively cheap. This was purchased from PepBoys via a Sunday newspaper ad. Click on the underlined phrase to link to a similar offering. My Compressor pictured is not oil-less. It requires addition of compressor oil from time to time. The purchase of an air hose and the Quick-attachment parts added 1/2 again the cost of the compressor. Most small motored tools, like this, 1/3 to 1/2 horsepower, should be powered via a 12 gauge 20 amp circuit. IMO. Proper operation requires the tank(s) be drained of condensation water and excess oil periodically .
Previous Air brush post.
I posted this set of picture some time ago. Needed items for an air brush.
Cleaners, containers and several different bottles.
I have a quick-tach system so that I can connect different air tools . Also note the water separator top of picture.
Water separator
A slop bucket, where I start the air brush, and eventually clean it.
Adequate work area and a fabricated air brush holder that is in a portable vice.
Note that the air compressor will have two air pressure gauges. Tank pressure and air brush pressure. Adjustable with the screw knob.
I have a second water separator at the air compressor.
A good hose that works for all air needs, filling tires etc. Note the quick-tach system again.
Q-tips and paper towel for cleaning. I also find pipe cleaners useful for brush and tube cleaning.
Most important, either a very good air ventilation system or an organic cartridge type respirator. Or BOTH. 
I also have a very good slop sink in the work area with hot and cold water for clean up. Upper left corner of this picture.
