We are looking to buy one as well. I have decided to go with a metal swing set.
All of our neighbors have the ubiquitous wooden play set. Up close and personal, they are really not worth the money in my opinion. I have one neighbor that built it themselves (cheapest), one that paid to have it put in (moderate) and one that has a cheap one and and very expensive one next to it. The cheap & moderate ones are just that, cheap & moderate. The really expensive one is good.
Now with all 3 noted above I have seen splintering wood, wasps nests (they like wood), shakiness, and the swings squeak horribly. If you do not maintain these annually you will run into problems.
We have a step 2 plastic climber that weathers very well, easy to clean, and requires zero maintainence. We will probably add the metal swing set next to it this summer. Good luck with your decision.