A lot depends on your needs as Matthew stated. Decide what type of game you want to play and there will be more than enough help around here.
I will say that the price on ebay for the sopranos seems high to me. Check out
http://www.discountcasinogear.com/store/allchips.html for a large selection of cheaper chips. I would say most will tell you to shy away from the 11.5 gram chips. Sopranos and Faux Clay (deluxe dice 9.5 at DCG) are both nice cheap chips, but they are both limited in colors.
You can also get a 500 piece set of Nexgens for less than $80 and they are a nicer looking chip than the other cheap options, but they are a little more slippery. You can customize these later with a label if ever want to.
