1) Don't buy a set, it is very unlikely you will get what you need w/o useless extras...
2) Shun handles aren't cylinders, they're so called D shape and I've handled plenty of Shuns, they're quite secure even with oily hands.
3) Funky steel(unless you refer to damascus cladding on Classic Shuns) would be
SG2, and IMHO it's not worth the extra price. Less funky Shuns which are damascus clad use
VG-10, well known and tested, very good cutlery steel.
4) Here's a few
Shun Kitchen knives reviews for you. Although, I think there are better Japanese kitchen knives that Shuns. That includes better performers and better price/performance ratio.
5) If you decide to go with Western kitchen knives (I wouldn't) then low end Henckels and Wusthofs use same steel as Forschners, which is cheaper.
High end stuff uses X50CrMoV15 steel, which is better, but in that case I suggest you consider Messermeister knives. They use slightly better X55CrMoV15 steel and IMHO fit, finish and sharpening job is better. (
X50CrMoV16 vs. X55CrMoV15 composition comparison)
6) Minimal starter set would include 3-4" paring, 6-12" chef's and 8-12" serrated bread knife. If you need to work with poultry or bony meat, add there boning knife or it's Japanese cousin
Honesuki. May be a long dedicated slicer too. And go from there based on your cooking habits.