I don't use a set; I pick and choose specific brushes that I like best. I adore the Cat Cosmetics' kabuki brush. The bristles are ultra-soft, and they haven't shed at all. That picture makes it look enormous, but it's about 2.5 inches top to bottom. Unfortunately, it's out of stock right now.

Bobbi Brown has a kabuki brush that is quite nice, too, and it should be available anywhere that carries Bobbi Brown.