Look for ones made of high speed steel, HSS. If it isn't specific then avoid them. TIN coated is OK but not required in most cases. Cheaper ones are made of carbon steel and dull easily. I have an old Craftsman set that are hard chromed. These aren't much better than carbon steel. OK for cleaning up a thread but not so good for making new threads.
I get my taps, dies, drill bits from McMaster Carr. There are other good sources as well, but I have no problems with what they offer.
Pete