I've purchased both 2010 and 2011 mint sets from the mint. I have also purchased several other years from auctions. I use them in my Danscos, and I've been happy with them. For 2011 you are essentially paying $18.13 + s&h for guaranteed uncirculated coins. Also you will not find the half nor the
Native American dollar unless you buy the set or from someone who has broken-up the set to sell.
Bottom line if you want a full uncirculated coin set for the year that is the way to go, as you will pay more trying to buy them individually. If your collection is AU you should be able to find everything in circulation or at your bank (apart from the half and native am. dollar) pretty easily throughout the year.