Many sets are fairly reasonable and worth it to buy all at once IMO. I bought one set of the KP nickel plated then over time have bought more needles and cables of the sizes I use most.
I DO suggest the Try It sets if they are available. If they aren't see if any of your friends have another type you could try.
http://www.knitpicks.com/needles/TRY...t__D90589.html
http://www.yarn.com/index.cfm/fuseac...een=3118005352