Depends on how much money you want to spend.
If you want a beautiful, luxury wooden set, by all means buy one. But, if you're on a budget, don't buy a low-end wooden set: Buy a nice, weighted plastic set with a vinyl or mousepad board. It will be portable, last a long time, have a better feel (Due to the weighting of the pieces) than a cheaper wooden set, and be just as functional.
It really comes down to personal taste/personality, and of course cost 
Also consider the weight of the pieces and a nice baord.
Most people seem to choose a great set based on their opinion of the knight. From that site, I quite like the Marshal luxury set persoanlly. I find the 1939 Luxury makes the horse look somehow sleezy...
That bone set looks cool to me too, but really it is such a personal thing!
Hello,
So I don't have a chess set+board of my own and there is not one in the house either. So far I've played using borrowed ones from friends, extended family, library, school, etc. But it's time to get a personal one. someone reffer me this one what you think about this chess sets?.
http://designerchess.com/