I love this kit from Sigma: www.sigmabeauty.com/product_p/ek001.htm. It includes every brush you need to create a variety of looks, and (IMO) the brushes are comparable in quality to MAC.
I've seen people on F&B recommend Costco's set. It's a full brush set for something like $25. BJ's has one too. I'm not sure about Sam's Club.
I don't have any good recommendations because most of my brushes have come from Bare Minerals gift sets. I have been very happy with them and use them for non-BM make-up, but they are not very MM.