This is the most common question I'm asked. By far.

This is what you want in your first setup:

• Value - You'll eventually learn what you really want so don't blow a bunch of money on an airbrush that you don't need.
• Flexibility - You want an airbrush and setup that does alot, fine and medium patterns. You also want an airbrush you can grow into as you get better, before your ready to buy a pro level tool.
• Easy to use - You want to get an airbrush that is simple to setup and use. Getting frustrated when your just starting out is no way to excited about a new hobby.

This is what you need to start out:

• Airbrush
• Compressor
• Airhose
• Paint
• Clean up and accessories

This is how you can get these:

• Buy a full kit, with airbrush, compressor, and airhose.
• Buy the components separately.
  • Make sure you get an airhose made for your airbrush
• When buying paint - start with water based paints like Auto-Air or Createx
  • They are much safer than Urethanes and easy to clean up with water and soap
  • Buy some reducer also. This helps to thin the paint out to flow well through your brush.
• When buying clean up and accessories get the following
  • Paper Towels
  • Cleaner (glass cleaner works ok and is much cheaper than airbrush cleaner)
  • Some color mixing cups

This is the best place to get this stuff:

Complete Airbrush Kits (airbrush, compressor, and airhose):

• Airbrush-Depot 

Airbrushes, compressors, airhoses seperately:

• Airbrush-Depot

Airbrush Paint

•  Airbrush-Depot
• TCPGlobal

Basic accesories and clean up stuff:

• Airbrush-Depot
• Your local WalMart or AutoParts stores