Any of you handyman types have a favorite screw extractor set you can recommend? Doesn't have to be the master set, just a quality set of tools that will last for general work around the house. Thanks

 
One of my least favorite jobs. I have yet to find a set that works in all situations, well. I currently have, and have had for a number of years, the
 
Irwin 10-pc Spiral Extractor & Drill Bit Set in Metal Index.
 
The bits are left handed also, and many times you can do the extraction with the drill bit alone, without having to switch to the extractor bit.
 

The best luck I've had is to use left hand drill bits with a reversible drill.
You have to get them centered well in the broken screw but they almost always come out with ease.

I have a “Grabit” brand extractor set and it works flawlessly.

-Rob

Grabit, Easy out, Speed out, and Left-hand drill bits. Craftsman has left-hand drill bit screw extractors.
Craftsman LH screw extractor

They are all expendable and will wear down, I'd suggest keeping multiple types just in case

I keep two sets at work for those instances.

Black Fridays at home improvement stores usually have them cheap, as well as internet sources all year.