Badger and Paasche are the old standbys. They are solidly built, easy to clean, and you can get parts. The hoses use standard fittings. Iwata has a very good reputation as well. They are more expensive and my impression is that the difference is mostly appreciated by airbrush artists.
I would avoid anything from Testors/Aztek like the plague. I have a higher-end Aztek airbrush with interchangeable tips. It is very difficult to keep clean. The hose is a cheap piece of plastic junk and it uses a non-standard fitting so it isn't interchangeable with Paasche, etc.
Be sure to get a compressor with a tank - you'll be glad you did. Also, an oil-free compressor saves you worrying about needing an oil trap. You still want a moisture trap, but oil-free gives you one less thing to worry about.