I agree with going against buying a set, unless you are buying it as a gift. (Now that I no longer work at the Knife Shop I can say this.

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I personally use two knives for nearly everything: a Henckel's "Four Star" 7 1/2" granton-bevel santoku (similar to the one Rachel Ray always uses, only I think hers is a Wusthoff), and a 5" Henckel's "Eversharp" (stamped) utility knife. I don't care about having a matched set.

No one really sees them anyway, at least in my house, except for me. I LOVE the santoku though. I doubted the whole bevel thing until I actually tried it. It glides through anything.
I fill in with cheap knives from my father's store. I have plenty of other knives I never use, like boning and carving knives, which just take up space in my drawer. I do have a few cut-down, used boning knives I can get for free from my father's sharpening business, which I prefer to use instead of paring knives, because I just don't like paring knives. (And, of course, these are free.

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Don't forget to buy, and USE, a steel on a regular basis. I use an Edgemaker, which does the same thing, only more quickly and easily.
~ashes