Most common size would probably be 1/4-28 (NF), followed by 5/16NF. Then a spattering of other sizes, including 1/4NC, 5/16NC and 3/8NC.
My suggestion (if you're just chasing threads and not planning on making a career out of it) would be to start with one of the less expensive standard SAE sets in carbon steel, which generally cover from 10-32 through 1/2 NC/NF. Then as you wear out (or break) the most commonly used ones, replace them with quality tools.
That's what I did in 1975 or so, and most of them are still the original.
While I'm not disagreeing with Ron, I usually reach for a non-ratcheting handle for just one or two threads. When I have a lot to do, I'll use a solid handle on a 3/8" air ratchet instead.
The section of 1" water pipe fitted with a collar and setscrew to hold my (1" round) dies is also very handy ... but I've never seen anything similar for sale commercially. I guess most people buy hex dies and use deep sockets instead.
Cutting oil is definitely a good idea.