I haven't been impressed enough to ever buy a set. I have one SE brush that I bought off someone (the 168 angled brush) and it's terrible. I never even use it because 1) the bristles are scratchy and feel like those kids watercolor brushes, and 2) the size is very awkward... too small for the face, too big for the eye.
Those on a budget should look into art store brushes, especially for taklons and synthetics. EoB at the drugstore also has some good stuff. If you're truly budgeting, you could be fine getting a fluffy face brush or two from a cosmetics brand, and buying the rest of your brushes for under $5 a pop at an art supply store. The best eye liner brushes I've ever had, I've bought for $1 and $2 at Michaels.