I'm a big fan of the Options needle set - you buy on line from Knit Picks. I think you'll find a lot of people around here are. The advantages are that you always have all needle sizes, and you don't need stitch holders, you just use the cables as holders (they come with stoppers to screw on the ends) and then you just put needle tips back on them when you are ready to knit those stitches.
I have never liked stitch holders as I have found they pull on my knitting and I used to use scrap yarn instead - it's' gentler. Of course, the fact that I would stuff the stitch holders as much as possible might have had something to do with the pulling!