lockpicks.com seems to be down at the moment, so I'll use southord links instead. You do get a 10% discount at lockpicks.com with the coupon lp101. It's quite possible (and easy) to purchase a set of standard picks
like these and then purchase individual slim picks
like this. I don't have any experience but this seems to be the consensus - 1. buy a cheaper set (locksmith's use higher-end equipment that you don't need), 2. buy a smaller/simpler set (locksmith's use a higher number of picks that you don't need), 3. get standard size picks because they're more durable and hence more difficult to damage and 4. buy some slim picks if you so wish.