I know OSHA doesn't regulate your home, but it's a good indicator of what is safe and what isn't. Or, you can pay for an ASME B31.9 standard, which will give you a good idea of what the proper materials are for gas service piping. I can't access it right now, for some reason my ability to get onto our company subscribed site isn't functioning. OSHA is a good open-source reference for what is safe.
You are correct, there is generally a copper line on most compressors. And some will advise that copper is a good application, but you need to be aware and select the proper wall thickness copper for your application (paying attention to both piping and fittings). The lowest grade copper tubing is NOT recommended for high pressure gas service. Plus you need to be good at soldering the fittings (silver solder is recommended, from what I've read). The primary advantage to copper (and the reason that some prefer it over black pipe) is it doesn't rust. However, a properly installed black pipe system with good water separators, traps, etc, will last longer than most of us will own a garage, at least in hobbyist applications.
I'll stick to black pipe. It's proven, and safe.