There are different types of sets of dumbbells to select from.
Your decision on which sort of place to buy should be based on a certain number of factors including what you need to achieve together, which kind of handle you are most comfortable using, how much space you've got available for storage and, likely the most apparent factor, price.
Fixed Dumbbell Sets
A given array of dumbbell set only means that for each number weight that you would be using, you'll have a different array of dumbbells in that weight.