Buy your taps and dies from a proper tool supply place.
PA and CTire sets are OK for light duty use, sometimes, but if you want a proper fitting hole or thread, get proper tools, and learn how to use them, as well as to accept that they have a life, and must be thrown away when chipped or worn.
For gun use, you will find that there are often odd thread pitches that must be special ordered, usually finer pitches than the 'standard' sizes. (The nice thing about standards is that there are so many to choose from!). In some cases, Brownell's may be your best source.
There are kits available of small taps. Be sitting when you check the price!
Best bet is to accumulate the taps and dies that you need, when you need them.
Get used to dealing with Number size screws. It's been a long time since the sizes below 1/4" have been readily available in Fractions sizes.
KBC and Thomas Skinner are two outfits I've dealt with. Acklands, too. Check under Machine Tools Supplies in the Yellow Pages.
Cheers
Trev