I've used cheaper, all in one sets like the dynamite set when I first started RC and didn't really like them. The fit between the bits and the fasteners are usually a bit loose, which makes it easier to strip them.
If you're looking for hex drivers or hex wrenches, Bondhus makes very good ones. I have a few sets of them.
http://www3.towerhobbies.com/cgi-bin...us++&search=Go
I've always just used craftsman brand screwdrivers.
http://www.sears.com/craftsman-16-pc...6&blockType=G6