It interesting that Hardinge used to be the gold standard for 5C collects. They only guarantee max 0.001" TIR for their standard collets($65) but also offer "special accuracy" collets ($82) guaranteed to have 0.0002" TIR or less. Hardinge does offer their collets in decimal sizes from 0.016" to 1.030" in 0.001" increments.
I have the full 1/64th set from CDCO, some Lydex, Royal and a few Hardinge. The CDCO are fine for most things but I have found some inconsistencies with the threads on the collets. I also have a few CDCO collets that have run-out greater than advertised. I like the 1/64th set because there are always times when a part has an odd OD and I can usually fine a collet that will work.
I also keep a few machinable E-collets on hand for odd ball parts.