Another vote for skipping the set's and picking out a few quality pieces.
Another vote also for All-clad - good stuff. I usually watch for the twice a year sale at
http://www.cookwarenmore.com/ but right now, All Clad is popping up on sale all over the place - Macy's seems to have some really good deals. And you can get an extra 15% off if you apply for and use a Macy's card. I just cancel the card after I pay the first bill. Have done it two other times - if they keep offering it, I'll take the discount....
EDIT:
http://www.cooking.com has a 45% off sale...
Other nice thing about All Clad - made in the good 'ol US of A
Edit 2: Sur La Table has the MC2 line on sale:
http://www.surlatable.com/category/id/102682.do