Sharp ones...
Seriously though, plan on having a way to sharpen your tools in addition to just spending on the tools. Could be as simple as a grinder with a nice 80 or 100 grit wheel and home-made sharpening jig (Google is your friend) or you could go all out and get a Wolvirine or clone or the one that Nova sells (I have that one, good value).
For the tools, be sure to get HSS (High Speed Steel). These are more forgiving during the sharpening, if you accidentally blue the steel, it won't damage the temper. Just don't quench HSS as that will make it a bit brittle. To that end, the grinder speed (1700 vs 3400) isn't as important to the sharpening of HSS except that things happen a lot faster with a 3400rpm grinder...
Another thing to consider, is tool size. Remember, you can do small things with big tools rather easily but it can be difficult to do big things with small tools. I suggest investing in a medium size set of 4-8 with at least a 1" skew, 3/4" roughing gouge, parting tool and a round nose scraper (maybe 1/2" or so wide). Learn to use the skew. Everybody told me that and they are right. The more I use it, the less I seem to have to sand things or at least start with a higher grit.
Saved the best for last... I used a coupon and bought the 8 piece set from Harbor Freight for like $40. HSS and seem to be working fine. I've since suplimented with a real bowl gouge and a thinner parting tool but so far I'm satisfied with the "cheap" tools. That said, the Sorby bowl gouge is pretty nice and I'm sure the rest of the Sorby tools would be too.
