Fine Liner Brush- The Coastal Scents set only comes with angled liner brushes, and personally, I prefer a fine liner brush for applying gel eyeliner (I do use the angled brushes for other things). I bought a really awesome fine liner brush on sale on Sephora's website a little while back, but they don't appear to carry it anymore. This one is very similar though.
Real Techniques Expert Face Brush- This is my favorite brush to use when applying foundation hands down. The Coastal Scents set come with a stippling brush and a foundation brush, so you totally don't have to buy this, and both of those brushes in the set are good. However, I like the look this brush produces a little more, and I need less foundation to get it than with the stippling brush, which saves me money. I keep meaning to order some other brushes from the line, but keep putting it off since I really don't need them right now. They have a couple of different kits, one for the face and one for the eyes, so you could go for that instead of the Coastal Scents if you like. I think Real Techniques are a better quality, but you're also going to pay more money for fewer brushes.
If you're absolutely set on picking something up at the drugstore rather than ordering online, I would suggest Eco Tools. I think they're available at Walmart and I've heard really good things about them. They also have some good looking kits like this one, depending on what brushes you're wanting.
I definitely think you want to start out with something a little better than dollar a piece ELF brushes or whatever, but it's definitely not necessary to spend 20 dollars a brush to get a good quality, especially if you're a beginner or just don't wear a lot of makeup. My recommendation is to get an affordable set, figure out what brushes you like, and then work on buying good quality individual brushes from there.
A lot of people seem to really like the Sephora brushes. I had several of those in college, and I just wasn't overly impressed. They're fine, but they are way over priced. However, in November Sephora has a huge sale for members where everything in the store is like 30% off, so if you're interested in trying those I'd wait for that.
No matter what brushes you buy/use, make sure you always wash them before using them for the first time! This will help prevent the hairs from falling out and will overall increase the life of the brush, which means you get to wait longer before replacing them.
What makeup brushes do you like?
Yours Truly, Jen