It's best to use an oil-free compressor ... hence no oil filter required.
You do need a water trap though
As for a begineer airbrush ... I recommend the Iwata Revolution CS to the begineer ... high quality airbrush at a great price ($59)
I'm a Iwata user ... I personally feel there airburshes are the best out there so I'm a little bias
I personally own 2x Iwata HP-C, 1x Eclipse CS, and a 1x Revolution BCS ( ... will soon be adding a Custom Micron SB to my arensal