Be careful with Henckels . Many are now made in China and they are of poor quality. They won't hold an edge and will readily rust.
The regular Wusthof are much better than the standard Henckels - the quality is obvious when you handle them.
Knife "Sets" often have knives you will never use and are not always a good bargain.
You should have a good basic "chef's" knife, a paring knife, a slicing knife (long thin blade with some flexibility) and a serrated edge "bread" knife.
if you are into Asian cooking, get a Deba or a Santoku, but these aren't really necessary.
The Forschner Victorinox knives have gotten top scores from Cook's Illustrated/American's Test Kitchen and they are inexpensive.
You can find them at Smart & Final and at Star Restaurant in Van Nuys, if you live near the Valley.
Or you can order them via Amazon. http://www.amazon.com/s/ref=nb_sb_ss_i_ ... victorinox
I've had one of these bread/slicing knives for ten years and it is still as sharp as ever and has gone through a lot of crusty artisan bread, not to mention sliced a lot of large hams. I bought it at Smart & Final for $14.00. A real bargain
If you particularly want the more expensive knives, go to a knife shop and see how the handles feel in your hand and how the blades balance with the handle.
Make notes about the ones you like.
Then go online and go to http://www.cutleryandmore.com/cutlery.htm
where these knives are discounted and buy from them.
I have purchased from both vendors and they are very good.