There is no way to "burn from" the MBA without an external drive, think about it. Any other remote way would just be burning on the remote computer. If there is something on the MBA you want burned to a DVD you need an external OR move the files with USB drive or network/Internet to a remote computer that has a burner available.
I don't know what else you would mean if you want to "burn from" your MBA yet don't want an external drive. I don't get what other option you are expecting??? Or if you just want files moved from MBA, a USB drive will do the job not requiring an external DVD burner.
$50 on eBay, beware, I checked there and they're all used/open box and sometimes the old version (a1266 or similar). The old version is reported to not work via USB hubs, ACDs, and etc. You want the newer model (starts with MB). When I saw the new models they were $80 + $10 shipping new on eBay. Honestly not worth the hassle. I would not buy the "display" models being sold on there by Best Buy; people shove things in those and mess with them. Plenty of them used have damaged cables too, as the cable is poorly designed.
Bottom line is you should buy new in sealed box as they are fragile devices to begin with. Or buy another brand. External DVD drives on NewEgg.com start at $45, or you can get BluRay around $100. I would advise you do either of those before Apples version. It is pretty but very fragile and quite honestly, JUNK!
Good luck.