I have this set [1]. Though mine has a plastic handle so it was about half the price listed there. It's a nice set, quite small and very pocketable.

There's something deeply satisfying about picking locks, hearing each pin tick and feeling the barrel give just a little bit more than the last time you torqued it. I love it.

[1] http://www.southord.com/Lock-Picking-Tools/Jackknife-Pocket-...