When I did the research before buying mine, the HT380 (Hypertherm) was the best bang for the buck in my target requirements. Easy to find reasonable cost consumables and a great rep too. It can easily be had for under $1000, and I paid around $900 new (shipped) IIRC.
As for built in air, I would advise to stay away from that, it compromises the machine quite a bit and the cost is ridiculous for "built in air". Those things are only good if you MUST go into the field with it frequently where compressed air is not available. If you use it in the shop, like most of us do, the built in air is wasted completely. And even when you DO use the built in air, it compromises the cut quality and size capabilities due to marginal pressure/flow. Most of this is hear-say repeated along with published specs, but given the amount of air mine likes to consume when cutting, I gotta think that this is true. In any case, even if it was 1:1, why pay that much for dedicated air on the cutter when you can use your shop air and be more certain to get the rated capacity? Something else to think of; if the dedicated compressor ever has troubles, you can bet it's more expensive to repair and you loose the use of the cutter while the compressor is down.