I don't know that you need sockets for everything. In many cases a hex key will do. I have a 14mm key for the diff. The other sizes I remember using are 4mm, 5mm, 6mm, 8mm and 10mm. If you have an M103, you'll need a 17mm bit to torque the tentionser. Might be cheaper to buy a 17mm key and cut a 2" stub to use in a 17mm socket.
Sears sells a set with 4mm, 5mm, 6mm, 7mm, 8mm and 10mm for not a lot of money. My 10mm one is a little twisted from trying to remove a W126 front rotor from the hub. Ended up taking it to a machine shop to be heated. The twisted socket still works and I can probably go to Sears and swap it for a new one.
If you're thinking of sockets over keys so you can apply more torque, consider that you can use a wrench on the shank of a key and a key with a wobble tip is more useful than a socket without a wobble tip. And i find that in many situations a socket is either too tall or too wide to get to the bolt head.