All great advice. I will second the suggestion that you buy quality first. I started out with a Harbor Freight single action airbrush, then bought a HF dual action, then a Master dual action, then another Master dual action when the first one crapped out.
Finally, like Mr. Mold Maker suggested, I bought an Iwata Eclipse HP-CS. IMO it is the best "all around" airbrush you can get for the price. It's about $150 at Amazon or Hobby Lobby (with coupon). A lot of the top painters in the effects industry also use this brush (Steve Wang, Jamie Grove, Casey Love, Tim Gore). It's awesome. One of the great things about it is how easy it is to break it down to clean. Easily replaceable parts as well. Very versatile.
And like XtcofPain suggested, a Paasche H is a great brush. I have one of these as well which I bought after I bought the Iwata. It's much less expensive (around $50) but less versatile. It's a single action and doesn't handle detail as well as the Iwata, but it's a great brush. Very good for spatter effects. It's a real workhorse, very well built and easy to use. It's not as versatile as the Iwata but I find myself using it AND the Iwata on most paint jobs.
If you want a dual action brush and can't afford the Iwata Eclipse, as suggested get the Neo. Or a Master. You'll likely replace the Master but it's a decent learning brush and won't break the bank. Badger also makes some good brushes but I don't have much experience with those.
Hope this helps.