Depends on the gun. If I were to get a new gun I'd look at HVLP - High Volume Low Pressure. Less over-spray, easier to get a better finish. I am not by any means an expert in this. I just have a cheap gun I bought at home depot. Conventional type. I can get pretty decent results with it. I can...
I have a spray set up. Compresser, gun, the works. For small jobs like speakers, I just use spray paint from a rattle can. Rustoleum sells an attachment that goes on the top of the can to give you a trigger grip. I use that, works great. Try it before going whole-hog on a air set-up. Much easier...