I can't really advise on what's available in the US, as there will be many price variations. But, there are probably more airbrushes available now than here were around three or four years ago, and some very good deals to be had, due to their use in such places as beauty parlours, believe it or not! Here in the UK, a reasonable double action brush can be obtained for around £30 to £40, with prices climbing to around £200 !! You don't neccessarily have to buy an expensive, top of the range well-known brand but, as with any tool, try to buy the best you can afford to meet your current and future needs. Names such as Badger, Aztec, De Vilbiss etc are a start point, and they all offer reasonably priced units alongside their more expensive 'professional' brushes. I use an AB, which is made by a small company in the UK, looks like a copy of an Iwata, and works beautifully - and was only about £30. (My first brush was £75 over 30 years ago!!)
Before rushing out to buy one thouigh, consider what you'll be using it for. If it's just, for instance, for overall single colours, clear coats etc, then perhaps an inexpensive, single action, suction fed brush will do. If you want fine line capability and, for example, mottle camouflage in small scales, then a double action brush might be best.
(The single action type normally have a spray pattern, depending on the nozzle fitted, between around a quarter of an inch and two inches. Double action, gravity fed brushes are normally around one inch down to as little as half a millimetre.)
Most air brushes can be fitted with an adaptor to allow them to work from cans of Air Brush Propellant. However, there is little control over these cans, and they start to loose pressure, and therefore efficiency, once the contents drops to below about 50%. The main thing is their cost - they are relatively expensive and, on average, the cost of about 8 to 10 cans wouls buy a reasonable compressor. The average 1/48th scale aircraft model would use most of one can, allowing for preparation and cleaning.
As for learning to use an airbrush, some kits, such as the Badger range, often have a small booklet showing basic tips, and their are books available (try the library) covering virtually all aspects of airbrush work. However, all the reading in the world will not replace practice. When you get a brush, obtain some cheap water colour paints or ink, and practice spraying various patterns etc on paper or card. If the paper is thin, then you'll notice the paint/ink will spread as it's absorbed, so a stiffer paper will be better. Always better to practice and test for an hour if neccessary, than spend ten seconds ruining a model!
Hope this helps a bit, and I'm sure other will throw in some words of wisdom!