If all that you are going to do is stain/finish your woodworking projects, then you don't need the expensive brushes that airbrush artists use. To stain/finish small pieces, I would get the absolute cheapest airbrush I could find. Also, for such small jobs you probably could get by with using canned propellent rather than springing for an air compressor. For that matter, you could probably get by with canned stain and propellent. However, if you want to really try it---
The cheapest I've ever seen:
http://www.amazon.com/Airbrush-Kit-S...809362-7719343 http://www.dickblick.com/zz250/57/
Propellent:
http://www.dickblick.com/zz269/21/
Others:
http://www.dickblick.com/categories/airbrush/
And if you want to see why you probably don't need all of the bells and whistles that an airbrush artist uses, browse here in 'airbrush art':
http://www.wetcanvas.com/