Get ready to spend some dough.
The way to go is to build your set piece by pieces. Unless you are a shop with a big fat budget you are not going to get anything good in a set.
But you can find used and NOS here and there in the odd lot. Pawn shops get them in sometimes, and often have taps and dies lost at the bottom of the bins. Make a list and start checking them off. Another thing about taps and dies - especially taps - there are LOTS of types. Gun taps are my favorites, then spiral type, with different flute counts, I use a lot of 2-flute ones for aluminum and plastic but you'll want 4-flutes for steel. There are roll taps and different thread limit taps and on and on.
Look at McMaster-Carr and MSCDirect.com for some ideas. Quality is necessary with taps and dies, even re-threading is almost impossible with those cheapies. Never buy anything Chinese, I've never seen a decent one of any kind. (Other stuff from China can be somewhat useful, but not dies.) Stick with Greenfield and Butterfield, OSG, names like that. Fleabay has tons of taps and dies all the time, from deep to cheap.