My question is, do I buy a full console with air integrated backup computer, in which case I’d use that as my backup computer, or do I keep it simple and buy a brass and glass pressure gauge?
Keep it simple. Your kit will take you into many years of diving hopefully. As you dive more - you will learn that a console is not the best at anything. Jack of all trades - master of none.
Or even an spg with compass?
Keep it simple - buy a wrist mounted compass and learn how to use it but your Perdix should have an integrated compass.
Is air integration a really good thing for me to have as I start diving on the regular?
Air Integration is only data - the more data points you have (as long as you can use them) the better.
Am I better off learning to manage my own air consumption?
AI and air consumption are independent of each other - they are not related. You will learn what your SAC/RMV are but this comes over time and you should start learning how much gas you need for your particular dive. AI will not help this calculation - it is only a source of data or information.
Any advice would be appreciated.
Keep it simple is my advice to you - I have been diving for a long time. That is your goal. You dont need to spend a lot of money to continue diving. Make sure you enjoy the sport and stick with it... :-)