I have about five sets of inexpensive dice I carry in a case. Since I mostly play in person at hobby shops and conventions, I like using cheaper sets so I don't have to worry if one rolls off the table and gets lost.
Right now I have eight sets of expensive, sharp-edged dice that I bring to sessions, but that's because I'm normally the DM. If playing I bring one set plus enough extras for any special damage rolls I might have to make.