First the obvious: Get a compressor rather than a canned air supply like GW's spraygun. A pressure regulator with a moisture trap is also a must, and a tank is also helpful. These all add to the cost, but all are huge helps.
On to the brush in particular - Get a dual action brush instead of a single action. This allows you to control the diameter of the spray seperately from the flow of air - essential of you're going to be airbrushing camo. This is another failing of the GW gun, which is single action.
There are two main feed systems you can buy: First a gravity feed, or cup, which is good for small amounts of paint, like airbrushing details or camo. THe second is a siphon, or bottle, which is good for larger jobs like basecoating but can waste paint since in general the siphon tube does not reach the bottom of the feed bottle. My own airbrush is a Badger Universal 360, which has a rotating head allowing it to operate in either manner. It's a neat and efficient setup making it unneccessary to have two different brushes for gravity and siphon jobs. You may still find it neccessary to get a brish for very fine work - though I painted the camo on these Chimaeras with it:
That is as fine as I could get the spray though, so for finer jobs a dedicated brush would probably be neccessary.