I would recommend a pressure switch, but I'll tell you how to wire it.
Get a 4 pin relay at the parts store.
It will have 4 pins.
Wire 87 to the battery hot with a fuse and appropriate wire for your load. (12-14 guage should be good depending on length)
Wire 30 to your load (compressor)
Wire 86 to your switch, you need to find 12V to switch and send to this pin.
Ground pin 85.
That's it, if you decide to use a pressure switch just wire it so that it will break the circuit in pin 86 or 85, thus controlling the relay.
I would not recommend wiing it so that your load goes through the switch. It will add tons of wire to the install and increase voltage drop, and most switches aren't going to like that sort of load for any extended period of time without melting.