Usually the problem is with co2, but it can be eradicated by using an anti-syphon tube in the bottle. This stops the liquid leaving the bottle and entering your gun.
An air system is expensive (although not on some 2nd hand guns) and refills on a rec ball site are very hard to come by. Stick to a co2 system, and if you like th feel of them, and can figure out how they work, a cocker is probabily your best bet.
In the end though, its personnal preference. Make sure you try before you buy though to see if you like the feel of the gun, and good luck.