Choosing boring bars can be a little complicated because there are a lot of "it depends" thrown into the mix. For example, in that set you linked to with the 4 bars, the largest is 10mm and the deepest theoretical depth you can go with it is only about 1.5". This has to do with the fact that it is a steel bar. If you need to go deeper then you either need a larger diameter bar or you need to go with a carbide bar and that is going to get expensive. So, how big is the bore and how deep do you need to go because the size and bar material you choose depends on that.
If you plan on doing a lot of boring then I suggest you stick with an inserted carbide bar and try to buy solid carbide bars if you can afford them. If you don't plan to do a lot of boring and still want good quality bars then I would go with Micro 100 solid carbide bars suitable to the bore and depth you need. They are also somewhat expensive but will last you for decades if you take care of them. If you are really strapped for cash then stick with the SCLCR bars that are a dime a dozen (like that set you linked to). Most cheap ones are steel so you still only have a 4:1 extension capability but they come in a large range of sizes and you can buy whatever you need for cheap. Inserts for these bars are also cheap.
The other thing to consider is the bar geometry. If you need to bore a blind hole then a positive lead bar is better than a zero lead bar, and this goes for both inserted and solid bars so again, it depends. Zero lead bars are fine for through bores.
As for internal threading, yes, there are bars that take boring, grooving and threading inserts. I like and use the Circle Machine QCMI series bars for just this reason. However, they are somewhat expensive and not something the typical hobby guy needs. It is much cheaper to buy a steel inserted carbide internal threading bar and if you go this way, I highly recommend Carmex. They make inserts that will handle a 1-10 tpi thread (16 IR G55) and the same bar will handle different inserts so they're versatile. OR you can buy a solid carbide Micro 100 internal threading bar suitable for 10 tpi that will go deep enough; these tend to cost almost what an inserted bar costs but they are very, very high quality and will last for a long time. So, it depends on your budget and needs.
Sorry about this but you are getting into an area in which your needs are going to dictate the tools you buy. And the greater the precision you require, the more it will cost you. That being the case, be very sure of what you need and buy bars and inserts that will suit that need.
Boring is one area where I think that knowledge is a prerequisite for tool buying because mistakes can be really expensive so if you are not sure, ask first. The guys will steer you right.