Scott, this is going to be one of those questions where you will get many diferent answers and opinions. All will be worth checking into.
I myself bought the Paasche VLS set, it was the most expensive that the hobby store had to offer. The reasoning behind buying the best they had in stock, was that I felt that if I bought the cheapest one, I wouldn't know if it was me, or the airbrush that was not good. By buying the best I could find at the time, if the airbrush work I did wasn't that good, I knew what was to blame....me...
I use the big compressor out in the garage and just turn the regulator down to 15/20 PSI as needed, rather than buying a small Paasche compressor to go with the airbrush. This works real well, and I can jus re-adjust the regulator to use the air riveter when needed.
Ken