I couldn't select just a few sizes and wanted various cable lengths also, I ended up with the Knit Picks Sunstruck set, some of which I have yet to use but they're there when I want them. I've added skinny circs for socks, they generally are only available as fixed sets, you can't change the cables out so I get them as long as possible. I decided that in the long run it was better to save up for a while and get the set and be ready for most anything, and as I got free shipping and bought them at 20% off there was no way I could justify buying individual needles one or two sets at a time. Good luck deciding what you want and getting it all together, it's such an individual thing, personal preferences and availability of funds, we each have to do what works for us.
You can't knit the left sock first. Ever.