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If you can get to the back of every dent, don't bother with a stud gun.

The sanding blocks will determine the sandpaper. Always use good quality paper (3M) not cheap stuff.

There are a ton of how-to videos on you tube and available for purchase.

For the air, there are a lot of clever ways to filter the air and get the moisture out. For one job, there is NO WAY I'd spend 500 bucks on equipment.

I posted about the hoses and fittings. It has info in the links.
I'd suggest shooting primer on smaller stuff first, to test the limits of your system.
If you can work up to two fenders and a hood without a pressure or volume drop, you should be able to do a body...

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