Hi, Ruggles, welcome to the forum, and glad to hear that you're interested in trying to paint your own.
As far as sets go, I can't really say, because I've bought all of my paints and brushes from different sources, and none of the brushes online. However, if you have a hobby shop in your area, you should be able to find some decent brushes. The arts & craft stores are good places to pick up brushes, too--Michael's, AC Moore, and HobbyLobby. Michael's has a more or less permanent 40% discount on anything in the store, while HobbyLobby often has coupons online that you can print off and take in.
If you're going to paint very small scale--to me, who paints 54mm, 28mm is small--I recommend getting a 10/0, and a 20/0 or even 25/0 size, for fine details, painting fine lines, for example, and a 3/0 or a 2/0 for applying paint to larger areas. You could go for artificial fibers to start, but if you decide that you like to paint, I recommend getting natural hair brushes. Sable hair brushes are generally considered the best, but you'll find some other natural hair used. Synthetic fibers just can't replicate the flexibility of hair; plus, the cheaper the brush, the faster it wears out. Synthetics are good for some uses, though, like applying clear lacquers/sealers, applying washes.
If you go to the stores I mentioned, you'll find various grades of water-based acrylic paints, which are relatively easy to use and forgiving, compared to enamels. You can get the Americana paints for less than a dollar a bottle, and they'll last a long time. They can be thinned with water or with isopropyl (rubbing alcohol--get that at CVS or Walgreen's or whatever your local pharmacy is, it'll be cheaper), and clean up with the same solvents. They also dry relatively fast.
You can get better brands of acrylics, made specifically for figure painting and scale modeling, such as Vallejo or Andrea, but to my Dutchy sense of thrift (ie, my cheapness), you're paying way too much for tiny little bottles. But that's just my preference. I also use paints by Tamiya, Testor, Model Master (owned by Testor), and Gunze-Sangyo, because I don't mix too many colors myself, so I look for the nearest equivalent off the shelf. But for you, starting out, craft acrylics should do just find.
For a gloss finish, use an acrylic floor wash. You may have heard us talking about Future, by Johnson & Johnson--now sold as "Johnson's Kleer, with Future Shine" (apparently "Kleer" is what it was called outside the US, and they just merged the names). It is a liquid clear acrylic, it can be brushed on or airbrushed, it is self-leveling, it washes up with water, or with some Windex, if your brush gets a little stiff, and it's cheaper by volume than purpose-made clear lacquers sold by the model paint companies. Again, to start out, it's a good choice. If you chuck the whole painting thing, you can still use the rest of the bottle to shine your floors.
There are gloss lacquers available in spray cans, though, which you can find at your local hardware store or in the paint aisle of the big box store, or even WalMart. Again, the can will probably be cheaper per volume than an equivalent product made by the modeling companies.
I also recommend using a primer from the hardware store or Walmart, rather than the modeling companies' products. It's just my preference, but I find that Walmart's own generic primer, sold in the automotive section, works just as well as Tamiya primer, for example, and is much more reasonably priced by volume. Rustoleum also makes a very good primer, but it's a little more per can than Walmart's is.
For stripping paint, I've come across another product sold at Walmart, though it might be available at automotive supply stores, too, and that's Super Clean. A gallon jug cost about $8, and it dissolves paint quickly. It also removed the chrome from a fret of plastic parts in about 2 minutes. I just pour it into a jar big enough to hold the piece I want to strip, put the figure in, and let it go for about 30 minutes, which is much longer than it needs. I take the piece out and gently scrub with an old toothbrush, under running water, and the paint comes right off. The beauty part is that I can re-use a batch of the stuff several times, then pitch it down the drain. One of the uses listed on the label is "drain cleaner".
You'll want to have something to use as a palette. Some guys will make disposable palettes out of tin foil, but you can use paper or styrofoam cups, or the plastic lids off cans of nuts or other snacks (eg, Pringles lids are a good size). For rinsing brushes, I use an old margarine tub filled with water. I dip the brush in and drag it across the bottom, then take it out and drag it across a piece of paper towel. Never squeeze the bristles to get moisture out. I repeat that process, till the brush leaves no color on the towel. I will also dip them in rubbing alcohol, when they seem to get clogged, or dip them in a little of the Super Clean. With acrylics, it's not too hard to keep the brushes clean.
If you do use enamels, the process is pretty much the same, except the solvents are different. Then, I use mineral spirits for general cleaning, using the same dip-and-drag method, and occasionally clean the brushes with Super Clear, or even lacquer thinner (quart can from National Auto--can't beat it), just make sure to have good ventilation, if you wind up using lacquer thinner. And if you use any kind of lacquer, for that matter. There's another advantage to Future, and acrylic paints--no fumes.
I store my brushes, when not in use, in a ceramic toothbrush holder. A jar or can works just as well, as long as you can stand them upright and let them dry. I used to use a piece of 2x4 with holes drilled in it, but I acquired more brushes than would fit in that holder, after a while.
I don't know how your eyes are, but you might want to invest in a magnifier, eventually. I use an Optivisor-well, a clone, actually-with a couple of different magnifiers and a loupe on the right side. It makes things a whole lot easier, especially since I can't hold the work close enough for good control and still see the details, not anymore. I got my visor for $10 at a show a couple of years ago, though I did look at it pretty closely, before I bought it, to make sure that it wasn't shoddy. After all, to buy something at a low price, that has to be replace more frequently, isn't frugal, just foolish.
Well, that's all that comes to mind, so I hope that helps! I'm sure some of the other painters will have some good tips and advice for you, too.
Looking forward to seeing your first efforts, prost!
Brad