After I heard about it here on ArmoramA I too started taking my nozzels apart, and I was suprised to see how much junk collects there.
To take them apart pull on the colored plastic bit that springs in and out. That removes the needle. To clean the needle better just carefully pull off the spring by holding the tightly coiled part at the bottom and pull. this way you wont stretch it out at all.
Right after I finish spraying I take the needle and spring assembly out and clean it. Then I clean out the housing with mineral spirits and install the housing (minus the needle assembly) in the airbrush and blast air through it blows clean. Then just rinse everything with clean water and you'll be on your way.
If it wont spray check if the needle is stuck. This recently happened to me. If so, just disassemble the nozzle, clean it up and try again. (worked for me!)

P.S. Does anyone else have a problem with spatter with you first depress the trigger? Its not a big deal for me but can be annoying in some cases.