I use a spray gun (not GWs) but I would never use it on most figures. I do use it when painting camouflage on Flames of War 15mm tanks and camouflage on some mech warriors but that is it. If you are going to use a spray gun often you need a compressor. Air bottles get expensive. Boardwalk has a nice one but brand name escapes me at the moment. I don't carry one in the store. I do not see much use for one except for camouflage and that is it.
If you just want to spray paint some bases Tamiya has a nice Red-Brown. I am using it on some wood elf eagles at the moment. I will see how it turns out in a day or so. You can buy the matching color in a bottle for touch ups.