It depends on what you want. If you're only looking for a little one to pump up an air tank, they can be had for under $150 in most cases. If you want loads of pressure, bottled gas is more reasonable for the average spudder (high pressure compressors can run up well over $5k, even for the cheaper ones).**EDIT man are air compressors expensive
You will be much more successful if you learn by reading than if we spoonfeed you all the information. Never, ever play with a potentially dangerous device that you don't understand. Problems are inevitable if you do.