The short version: Things change very quickly. Send me an email asking what to buy. I'll ask you some questions and make a suggestion.
Several of you have asked about buying a mahjong set. While I think the process can be a personal one, here are some pointers.
First you have to decide for yourself if you want the western indices on the tiles, you want just the original Chinese, or if either will do. One thing to note is that many sets sold for American style have red and green dragon tiles that show a creature that only differs in color. This could be an issue for people with color blindness. There are sets for American play that have both styles of dragons included.
Second, you have to decide how many tiles you need. Nearly any mahjong set will do for Zung Jung. You only need the basic 136 tiles: 36 dots, 36 bamboos, 36 characters, 16 winds, 12 dragons. You can also play Riichi (modern Japanese) style with just those tiles. Most sets also come with 8 flowers, conveniently in two sets of four. These eight additional tiles allow you to play Mahjong Competition Rules (Chinese Official), Chinese Classical, European Classical, Hong Kong Old Style, and Hong Kong New Style, along with other, less-popular styles. If you add eight jokers to the tile set (or other tiles you can put stickers on), you can also play American style. Sets sold for American play usually have a lot more equipment not needed for Asian styles, which raises the price.
Next, choose a tile material. Plastic is by far the most popular, and it's also usually the least expensive. Plastic tiles are also more uniform, easier to build walls with, and are usually easier to read. The other popular materials are bone and bamboo, which is what many of the early sets were made of. Bone and bamboo tiles seem more historic, and can be very beautiful in the higher price ranges. You can get tiles in exotic materials, like agate, jade, ox bone and horn, or gold plated tiles, but those are likely not good choices for a first set.
You should then think about the size of the tiles. I'll list only the largest dimension of each tile. Most of you have seen my three sets. First, I have a modern Chinese set, with 31mm (1.22") plastic tiles that have blue backs. These are very easy to read, even in dim light, and the heavy tiles are also very stable. The main downside I've experienced with these tiles is that they require a larger playing surface than smaller tiles. Big, heavy tiles are usually more expensive than the smaller, lighter tiles.
I have a modern bone and bamboo set that's 28mm tall. This is a good moderate size. Modern bone and bamboo tiles are mostly bamboo, so they are pretty light and easy to knock over, both in the wall and in your hand. I do like the old look of them.
My third set is made of plastic and bamboo, and is 25mm (1") tall. This is the size usually used in Japan. Sets like this are not made any more, but you can find them on eBay pretty regularly. The tiles are small, so you can play on a small table, but they are also quite heavy for their size. My set came with 144 tiles, 8 of which are blank. I made sticker copies of the four flowers and put them on four of the blank tiles. Modern sets of this size are usually sold as Riichi sets. They have the basic 136 tiles plus four flowers, and four red fives (usually one red five of characters, one red five of bamboos, and two red five of dots), but you can use them as is for Zung Jung, or make stickers for other styles like I did.
Some of you have sets as small as 20mm (3/4"), which is great for travel, and turns out to be a pretty nice size to play with. I have seen sets for sale as small as 16mm, and while it's tempting to buy a set for under $10 delivered, I have resisted so far. The smallest tile sets I've seen have tiles that are 4mm (5/32") tall(!) but I think these are for model builders.
Another thing to consider is the accessories in a set. For many styles, you'll need a wind indicator. This indicates the prevalent wind, or the wind of the round, that scores for every player. In most Asian styles, it displays each of the four winds in order, and is usually a cube or spinner in a holder. Riichi style is played with just two rounds, so those are typically a flat piece of plastic with East on one side and South on the other. One thing I like to have in a set is trays for the tiles. This makes clean up much faster, as all four players can help.
If you like to patronize local businesses, talk to me, as there may be a local vendor or two who have some sets.
Games by James often has a Chinese set that's perfect for beginners
United Noodle sometimes has sets
Sunny Sky sometimes has sets