Always nice to have a new player on board! In answer to the first parts, I tend to order my stuff through thetrolltrader, take a look some time. As for air, air can be used in any theater (with the consensus that the next expansion may even be about pure air battles). The reason for the pictures is that the land game is still picking up, they only just recently released stuff other than the starter boxes.
As for the fleets, I will say what I do to anyone!
Russian Coalition is slow and steady, the Ablative Armour MAR helps protect them from damage on the approach to use their very short range, but very powerful turret guns. They have fairly poor
AA, but their airships are pretty top notch even if their bombers suck gak other than as point fillers. Rarely for
DW both their cruisers and gunships are actually pretty good. Boarding is...iffy. Lots of dice, but they only hit on a 5+ instead of a 4. Bloody conscripts. Their land are as nice as their naval and bigger air units, though instead of aircraft carriers on land they get a second dreadnought!

(really not an air friendly faction if thats what your after).
Empire of the Blazing Sun is has tough learning curve, rewarding when played well though. They're tough due to lacking any kind of main "shtick", they dont have a focus like other nations, and are jack of all trades instead. No particularly bad units either. Fast and maneuverable ships, some scary frigates and mediums, lots of incendiary rocket spam too to help them go nuts with boarding. Bit of most things weaponwise too, just get used to lots of careful positioning and fixed channels. (also seem to have a pathological fear of fancy generators). Also have (i would say) joint best boarding in the game, or maybe a close second. Some of the best, if not the best air units in the game too, as well as the best Tiny Torpedo flyer. The land units are good too, horrible bombard but the rest of the land list is pretty damn good. New multipurpose small walker too making up for the bombards faults.
The FSA are simple in terms of learning curve, next to no fancy rules to make exceptions for or keep in mind. Instead their slightly harder to kill, use powerful long range turrets (some of which can indirect fire) and tend to have a mix of shields and rockets. Their air force is...iffy. The freedom the jury is out on i believe, and their larges are...questionable (though the sky fortress is infinitely better than the naval carrier). Their aerial focus though is on the mediums, x4 Lees make a fearsome flying boarding platform (though the Japanese have recently caught up in that respect, even if it IS a lot pricier for them). As for the John Henry robots, well...Not many units get called
OP in this game, next to none in fact. The closest being the john henry which toes the line of being a little too strong for its points. Definitely competitive if thats what your after though as one of the/ THE best medium flyer in the game. Their Land is a bit of a crapshoot, the worst medium tanks in the game in the trenton (and now with a nearly double costed
IIRC, if scary, replacement with the Reno). The small tanks are meh-ish compared to others, and the larges are a mixed bag. The Washington suffers from the same problem as the other large land units, too many weapons pointing in random/the wrong direction. The Tennessee im still undecided on currently, cuts the weapons down to a single turret and maybe rockets (solving the "lets point guns behind me for some reason" problem), but can ditch the rockets and become a very unusual beast indeed. A land based generator platform.
Anyway hope this helps, and welcome to the war! If you have any other questions please dont hesitate!