Personally, if I were tempted to sock that kind of money into a set, I'd find a local machinist to make a set for me that would be adorned according to my own personal tastes, etc. (by a solid engraving artist).
You will need to have a foundation set. . . any basic design you happen to like, I use the old Monte styled cups more than anything else. The other thing you will need to consider is the weight. . . like I said, some guys prefer a heavier cup. Too, if you plan on gaffing one of the cups with a steel slug (for a Chop Cup) you'll need to think a bit ahead so your machinist can plan out how to do said modification and conceal it.
The material from which the cups are made is another big deal; a friend of mine that does Renaissance Fairs has a beautiful set of Oak cups he made on his own lathe. They're a big large (stage size, you might say) but they are quite pretty and work for the kind of environment he works the most. Then you have guys that have used copper or the more expensive brass material base which rings with tradition with Aluminum that is then plated with a metallic finish that meets their preference (I'd look at Powder Coating over plating however, it tends to stand up to more physical abuse).
Depending on how elaborate you get with the engraving, such a custom set shouldn't cost you more than a couple a hundred. . . then again, you can get carried away with gold & silver trimmings, enlayed gems, etc. and run the cost well over a grand, but that's just ego going a bit crazy.
I nearly forgot. . .
There are C&B sets that are quite unique out there such as the one's that use "actual" Coffee Cups and if memory serves me right, sugar cubes for the balls. I don't recall where I saw those recently, but it may be worth a look at. There is likewise the "Coffee House" approach in which you literally grab 3 of the paper cups used for serving coffee, wad up a few dollar bills and go for it. If you have a Wizard Ring or such you can even do an improv Chop Cup sequence.
Another variant that's exceptionally rare but could be a local reputation maker, is the old Hindu C&B. They are more true to the ancient arrangement & handling of the act when it comes to the street buskers of old Calcutta. Like the transparent C&B routines, the Hindu C&B is quite dependent on smooth slights and strong misdirection.
I want to say that it was Paul Gertner that had a marvelous routine in which all 3 cups were actually large slugs and not cups at all. I can only remember how it totally blew everyone away when he did them at the Castle the first time.
In other words, think about your goals and how you want the routine to reflect you, your skill and your character.
