I really don't think of it in terms of "dollars per set", since many of mine have been pieced together rack by rack (and I'm just renting them, anyway).
I think the most I've spent on a single rack was around $1500, although I've had sets where some racks were worth as much as $2500 each. I've plunked down $95/chip for small quantities, and I think the largest single chip expenditure at one time (to date) was around $8600 (but for a crap-load of chips). Biggest single chip set sale was around $11,000.
Most of mine are are 1000+ piece tournament sets, so at today's prices, it's not unusual to spend $3000-$4000 or more on something if it's already put together. Most custom clay sets I've considered buying would also be in that ballpark.