I highly recommend this set. I have since graduated to high quality, and larger toys, but I still regularly use these to warm up, and they were great for stretching out to start.

Regarding lube, I've switched to J-Lube, which is a powdered lubricant you mix yourself. You can make it any consistency you need, you can mix as much or as little as you like, and it's cheap. Only problem is that you need your own container, and it can spoil pretty quickly compared to normal lube.