From what I understand 18 gauge & brad are the same thing, they fire a nail 1mm in dia. and are used for fine work, beadings etc.
16 gauge is slightly bigger, has a different head shape to brads and is used on skirting, door stops etc.
Not 100% sure on finish nailer, I think it's more an American term, where they have been using a bigger range of nailers for a lot longer than we have ( that's a surprise), it's a nail that can be sunk below the surface as opposed to a framing nail when the head sits on the top, so preventing it pulling through. (I think)
Can't give any advice as to what to look for in a nailer but would suggest a lightweight compressor.
Couple of blokes I know have bought a complete package from B&Q for under £100, they reckon it's great.
Try
www.rutlands.co.uk (01629 815518), they are not the cheapest but you can phone them up and drive them mad with questions and they never seem to get fed up.[/u]
