Who sells the best chess pieces (chessmen if you want to be old skool)? Let's say under $500 US.

There's Jaques of London, but their selection is limited and nothing under $1,200.

In the US, it seems like House of Staunton is the preferred vendor, but how good are their sets really? I own one of their cheaper wooden sets (Reykjavik II @ $150) and two of their plastic sets (Classic @ $50) [two for bughouse purposes :)]. They're good, but am I missing out on something better?

Any other vendors? What about other European vendors?

The HOS Collector in ebonized boxwood/boxwood can be had for <$150 (usually) on ebay from HOS. A more modern design is the HOS Marshall, also well under $500 in the ebonized version. You'd have to check their ebay store week by week to see what was being offered; it varies.

I have the HOS ebony and boxwood collector series set (4" King). The quality is absolutely exceptional. The ebonized set will be much cheaper and is virtually indistiguishable from real ebony. The case (coffer?) is a work of art by itself.

Their return policy is remarkable when you buy direct from their store. Drop and break a piece? They will replace it for free. I haven't checked their site in a while, but that's what their policy used to be. Their set is actually so nice you'll be selective about who handles it. You'll have to include it in your will because your kids will fight over it when you're gone.

If I ever win the lottery, I'm gonna buy their Mammoth Tusk Ivory set. It was only (only?) $4000 a couple years ago. Now it's 3x that much. Insane. But I'm never gonna win since I never buy a ticket.

The house of staunton sets on ebay are a great deal!

I got the Centurion for about a hundred bucks.

go that route and blow your cash on a nice board.

Yep, those guys are right. This right here is a STEAL...

http://cgi.ebay.com/House-of-Staunton-4-4-Ebonized-Collector-Chess-Set_W0QQitemZ350079033888QQihZ022QQcategoryZ2554QQtcZphotoQQcmdZViewItemQQ_trksidZp1742.m153.l1262