The art of air brushing can bring a level of realism to a model that you just can't touch with brush painting. The best way to master the art is to practice. We'll try to post a few of our favorite links and articles on airbrushing here. Enjoy and good luck!
This is a great article on HyperScale on how to make your own air compressor.
Another good article on how to make your own air compressor, with some videos.
Don Wheeler has a very nice site that reviews airbrushes, discusses airbrush techniques and generally covers about everything you'd ever want to know from a fellow modeler and tinkerer.