The GW AB is I guess ok for what it is, a very cheap thing (although it's based on a design I've seen sold for a fiver
).
I've currently got 3 "good" AB's, as in double action types (what you want - you can control the airflow separate from the paint).
An Iwata Eclipse CS - the first proper brush I bought, which has a huge fixed cup for paint (well huge for models), I picked up the flow control handle separately for it (controls the maximum travel for the needle).
A Harder and steinbeck Evolution 2in1 FPS - my main brush, as it's got a nice action, and you can change the cup size etc with it (so it'll do for everything from base coating buildings/super heavies to in theory very fine detail work up close).
A Harder and steinbeck Ultra- the cheapest in the H&S range (£50), but about all that can be changed on it is the needle/nozzle size - I bought it for things like spraying varnish that might cause an issue with the better brush.
The H&S Evo 2in1 starts at about £120 from memory, although they do an Evo Solo which is the same body but only comes with a single needle/nozzel and cup for £80, but you can add extra cups etc later (and the Iwata is about £150)
The kit Vincent linked to is about as cheap as you're going to find an AB + compressor, and doesn't have any tank (which can be annoying as it means the compressor has to run all the time when in use).
The other problem you can get with cheaper brushes is problems finding spare parts, although given you can get some of them for <£30 it's almost as cheap to throw them out if they have a problem as it would be to get a replacement part for an Iwata or H&S.
I ended up getting the unbranded version of the H&S compressor with a 2 litre tank (I think it was), which cost a fair bit to power it all.
If you have a look on Ebay you can get good compressors very cheap at times, if you're close enough to collect.
Do not get a "garage" compressor unless you don't mind the noise - we've got one of the common 2.5hp models with a 25l tank (got it for doing work in the garage), and it's incredibly noisy, a proper modelling compressor is "whisper quiet" (the one we bought is not much louder than my PC when running).
Don't even bother with compressed air cans for the AB, they rapidly cost much more than the compressor, and they have the inescapable problem that as they get use, they cool down making it almost impossible to regulate the airflow from them properly.
I can't remember if I've said it before in this thread, but a proper extractor unit in the garage is a godsend, we bought a Graphic Air 300D extractor (lifetime gaurantee, you just need to change filters every now and then), and it's made life much nicer when spraying - for one thing it's stopped the problem of clouds of spray dust hanging around for ages before making everything a mess
(it almost eliminated the need for the respirators we bought, at least for quick undercoat sessions).
