Master Airbrush compressors are a good economical choice. Like any compressor, you want to get it properly sealed before use. If air leaks, the compressor will run more often to fill the air tank. The air hose that comes with the MA compressor is usable, but you will want to upgrade it as quickly as possible. The one pictured below looks similar to the one I use. (Harbor Freight has one on clearance, different brand name.) Whichever brand you choose, you will want an air compressor that has an air reservoir, pressure gauge, and moisture trap.
The Neo compressor mentioned above by Alan is useful for short applications, but will turn off after 10 minutes of continuous use. You will need to consider how often and for how long you plan to use an air brush before choosing the Neo. DO NOT BUY air compressors marketed for makeup and nails.
I don't recommend Master air brushes though and would recommend staying away from the kits. The Master air brush I use has been serviceable. It's a top feed, dual action with atomizer, and that is what I will look for in a new air brush. It's been fun to experiment with different settings. Don't be afraid of dual action air brushes. It took me about half an hour of practice to feel comfortable with one. However, it's a cheap knockoff of an Iwata and constantly gives me fits. Save your time money and get a quality air brush. Iwata and Badger would be a good brand to stick to.
When you are shopping for an air brush, don't forget to get a cleaning kit (brushes, etc.) and cleaning solution. You need to keep the needle tip clean as you use the air brush. As paint dries on the needle, it will build up and cause problems. Also, strip down and clean the air brush after every use. If you can afford it at the time, buy needles of various sizes for different spray patterns. A larger diameter will cover more area, and a smaller diameter is better for detailing.
EDIT: Don't forget to get a couple of mixing cups to mix your paint in. You will get a better mix if you prep it before use rather than in the air brush cup.