The Yong Heng gets my vote. I bought one last year and probably have 40 or 50 refills on my 90 cubic inch tanks. About $225 on ebay, It comes with a cheesy short filter setup, you can add more filtration but I haven't found it makes much difference. If you want breathable air in your gun, go to a scuba shop. Whole lot cheaper. Small tanks, about 11 minutes from 3000 to 4500 PSI.
Secret is to clear your water and oil accumulator valves every 3 minutes or so. That prevents build up that the filters must use. I live in a fairly dry climate (Desert west), so water isn't nearly as much of a problem as other folks deal with. In Minnesota, you might deal with a touch more humidity than me, so a desiccant filter might help. I have one, purchased on eBay for around $20.
Make sure you buy the 110 volt version unless you have a 220 outlet available. You'll need a 30 amp circuit, as it's rated for something like 27 amps. 5 gallon bucket for cooling water and if you run for a long period of time, nice to have ice blocks in the freezer to cool the water, or a way to refill the bucket while it's running. Really is a fairly simple setup.
Having your own compressor really allows freedom to shoot. Before compressor, I really rationed air because I had to drive across town to get tanks filled and they could be real jerks about the whole thing.
After compressor, I could spend hours on the chronograph without worries. Made degassing my gun for maintenance less traumatic by far! I hated wasting air!