The more I pick, the more I notice that you can do it all with just a couple basic shapes. Other shapes are specialized or work better on certain locks. For a basic n00b set, I think I would recommend a half diamond, a hook, and lots of different tension tools. Tension is often neglected.
The hook and half diamond are most useful to me because you can single pin pick or rake with either one! Yes, I rake with a hook!

Pull-raking. I even found that a hook can work well to rake wafer locks! Half diamonds works well as rakes or single pin and if you make your own, you can experiment with the height and the front angle to get the shape that works best for your style. ...and your lock. I like to make the half diamond height so it pushes the key pins just above the middle of their travel, and farther if I rake a little harder/faster
Don't underestimate the straight pick, either! Sometimes a straight pick works excellent on a particular lock. It depends on bitting among other things. They can also be used as a bypass tool for some locks, or to pick you nose.
The more exotic shapes are fun to try and they will work better sometimes and worse other times. It depends on a lot of factors, but they are not most people's everyday picks. They are good to have if you like to try different things out and great to mess with when you are bored too!
Choosing a pick or a set of picks is much like choosing a computer. You must ask yourself "what do I want to do with this?" and "Am I going to use this?" and all the other usual questions.
If making your own, I would suggest making shapes as you find them interesting. When you see a shape that looks like it might be useful, make it. If buying a set later, you will know what you like as well as what you may just want to try. Nothing wrong with a little variety!

Especially when trying a new lock for the first time.

Don't forget to try different picking methods! Every pick, just like every lock, and every picker, has it's own quirks!
Happy picking! (...and pick making as well!)