Once you've got a compressor, a spray gun isn't the only thing you can use it for.
You should definitely get a blow gun. Very cheap and very useful. Nothing quite like it for blowing dust and sawdust off a sanded body. A vacuum cleaner will suck at less than one negative atmosphere, but a blower will blow air out at several atmospheres pressure (whatever you've got your regulator set to), so there's a lot more power behind it. Very good for clearing out pickup routs and post holes.
Attachment 40827
Don't forget that most tools and sprayguns don't come with connection adapters (probably due to there being at least three common types that I know of), so it's worth getting some spares of those whilst you're ordering.