Let's start with this ... what do you have, what do you need, do you have any preferences (Stainless Steel, Anodized Aluminum, Cast Iron, Enameled CI/Steel, Non-stick, etc.) and what is your budget?
You can find some good quality stuff at WalMart, Target, Sam's Club, Costco, Tuesday Morning, HSN, QVC, etc.
Sometimes a set can be a good thing to get you started and can save you money - sometimes not. It depends on what you have, what you need, and what the set includes.
"It ain't what you don't know that gets you in trouble. It's what you know for sure that just ain't so." - Mark Twain