And here is where I agree and disagree with Artlady. I agree the Denise are the wrong set to start your adventure into circular needles, however I do love my Needlemaster, cables and all. The price, with coupon is reasonable and there is the 'Hack' for cables. I, personally really, really like the Boye cables, I am knitting a sweater on them right now. I have also 'hacked' several sets of cables and haven't needed to use them. The knitpicks and Hack cables seem a bit flimsy to me and I really like the feel of the Boye Needlemaster cables. I should also mention that I have two sets of Boye and use the cables together. If you have the older set there is a bend in the head of the cables (the part that screws into the needle) and some people don't like how they work together. I, on the other hand, use one straight and one with the bend, works a treat. I have no opinion about the Zephers as I don't own any, however I have heard they break, in the smaller sizes, depending on how tight you knit.
I, personally, would go for the harmony wood needles, I have several pairs and like them well enough. Some people even go so far as to hide them in a pencil case, with no questions asked when traveling by air.