I use a Sata gun that I used to use painting bumbers on cars ($500). Finishing wood projects is alot more forgiving than the bumber of a car. Works like a charm, but the cup is small. Some things that I have learned, if you use a gun with an oil/lacquer based liquid, don't ever use it with a latex base product. It's not good to switch back and forth. When using latex, you can thin a little with water, but you will need more coats and time inbetween to dry. Oil/lacquer is quicker as you don't need it to dry, just "flash" where the shinning part goes away as the urethanes are evaporating. It is best to start with a real thin, quick coat which is called a tack coat first. Makes sense as if you touched it, it would be sticky and as such the next coat will stick to it better and create less chance of running on you.
I have used many of the $20 guns from Harbor Freight and they do work good. Especially for what you pay for it, and at that price you can get two, one for latex and one for oil/lacquer.
Above all, when you are done with any gun and you think you have cleaned it well enough, clean some more. Lacquer thinner works better than paint thinner for cleaning them. I use a lot of Q Tips when cleaning. Hope this helps someone out there!