Bruce Schneier’s advice on setting up an Air Gap:
Air gaps might be conceptually simple, but they’re hard to maintain in practice. The truth is that nobody wants a computer that never receives files from the Internet and never sends files out into the Internet. What they want is a computer that’s not directly connected to the Internet, albeit with some secure way of moving files on and off.
In case you are wondering, no I do not have an air gap setup. I wouldn’t mind it, but no, I don’t.