Personally, the regular proof sets are great if you are filling proof holes in coin albums. It is usually cheaper to buy a proof set and break it apart than it is to buy the coins individually.
I would avoid buying the prestige and premier sets unless you like them. I have a few prestige sets that my mother bought me, so they have additional sentimental value. However, I do not feel compelled to buy any of the others that I do not have.
Depending on who gave this to you, it might have sentimental value as well. In my opinion, that is more important than what the price guides say.