The options range from dedicated air brush compressors to 50 gallon construction compressors. Air brush compressors are generally more expensive. Construction compressors can be found relatively cheap online, or at Harbor Freight.
As with most things, the more you pay, the better and quieter the compressor.
If you're painting in a house or apartment, where noise is an issue, go with one of the small air brush compressors. They don't have an air reservoir, so they have to run constantly to try and keep up with an air brush, but they are the quietest compressors.
If you're painting in a shop or garage, where noise isn't a problem, you can use a construction-type compressor. They typically have a storage tank, so they will allow air brush painting without any lag in airflow, and they don't need to cycle continuously to keep up air pressure. The down side is they are noisy when they do cycle.
Check some air brush site, like Coast Air Brush, to see prices on dedicate air brush compressors, and go online to price construction compressors. You can pick one to match your situation, and your budget.