Like J.D. said, save your money on those cheap sets. You have to have razor sharp chisels and gouges. I wasted a lot of money, time, and wood on cheap gouges. You won't believe the difference.
TOW carries some German chisels and a 2 sizes of gouges which are good but less $$$ than the Swiss.
http://www.trackofthewolf.com/Search.aspx?search=chisels
Their shallow gouges are about a #4 and their deep gouges are about a #9. I would suggest starting off with a few of these and then adding additional gouges as needed later.
For a complete line, look at the Swiss ones by pfeil at someplace like Woodcraft.
http://www.woodcraft.com/search2/search.aspx?query=pfeil gouges
Although you didn't mention it, you also need a good sharpening system. After trying several different methods with limited success, I finally broke down and bought a Work Sharp 3000 and couldn't be happier.
The quality of my work, as well as the enjoyment, has improved tremendously when I finally started using really sharp chisels and gouges.
Besides, now when I cut myself, I don't even feel it. :grin: