Shelling out a bunch of cash for a NEW large expensive set doesn't make sense for most home shops. There will be many sizes that you may never use. I suggest buying a used or an inexpensive set for chasing threads. If you're going to be cutting new threads then just buy (new) the item you that need.
One thing I recommend to not scrimp on, is the tap wrenches and die handles. I have mostly Starrett tap wrenches and we have several Greenfield die handles at work (as well as many other different brands).
About McMaster-Carr, I've been told that sometimes they may substitute if they don't have the exact item. It seems to me that their catalog usually doesn't seem to list the brand, but don't quote me on that. I do buy from them, but not usually taps, dies or drills (drill bits).
I do however buy lot's tooling for our shop several times a week and have had lots of luck with many different brands of taps. I like Greenfield, Cleveland, Guhring and OSG just to name a few.
I have had very good success buying from MSC for our company.
http://www.mscdirect.com/That's where I order most of our tooling from. We get next day delivery (usually free) but, that's a benefit they provide us as we order several thousand of dollars worth of merchandise from them every month.
In a nut shell, I recommend buying a good used set (for home use) and adding to it as necessary.
John
