Question about buying a set of circular needles

[swedensavage]

I am just starting to get into using circular needles as opposed to DPNs. I was about to buy a set of Knit Picks nickle coated circulars when I realized I had no idea about cable lengths. Is it better to get a full set in a smaller size or a larger size? I sort of am hoping for a one-size fits all situation, but I'm guessing it isn't so simple as having all sizes of needle in one cable length.

What do you all suggest?

Thank you.