You will likely end up with both 18 and 23g. They are very different. 18g is going to be more generally useful, in the shop and around the house, so if you were going to only get one or start off with just one of those, it should be 18g. 18g brad nails offer a lot more structural integrity than 23g headless pins, but pins are awesome as "invisible clamps" while you wait for the glue to dry, or in situations where a divot is unacceptable or can't be filled/painted easily.
18g nailers are relatively cheap. I have the Hitachi NT50AE2. Can be had in the neighborhood of $50, especially during a sale.
23g pinners are a little more expensive...closer to $100, and then there are a few premium brands (Grex, Cadex) that cost twice/thrice as much as the others. My Hitachi has served me well ($90). I'm sure there's something spiffy about the premium pinners, but when it comes to nailers I've opted to spend on quantity and having the right nailer for the job rather than quality and fewer nailers. I think if you're not using these day-in and day-out the premium nailers aren't worth it.
If budget is a concern, I'd take a hard look at Freeman. Their 18g/23g pair kit is $89 on Amazon. For casual shop/home use, you can't beat that. 7yr warranty with decent customer service. I have their framing nailer, flooring nailer, and narrow crown stapler and haven't had any issues.
As for small compressors, there are lots to choose from. An important distinction is quiet vs. not.