I love around Christmas time when companies come out with gift sets like these - of course they are great for actual gift giving, but they can also be great for you. Yes, a present for YOU. You can sample a variety of different products for a reasonable price. If you really like something, you can buy the full size. If not, not so much harm done because you didn't pay tons of money on it.
I'm not a huge "look in a box" person - sets that have a mascara, eye shadow, blush, primer, etc in a big palette. They take up a lot of room and I end up not using some of the items. I tend to go for the gift sets that have the same product, but in a variety of shades or flavors. For example, the Tarte LipSurgence set that I bought a bit ago (click here to read view and see swatches) I get a lot of use out of, and happen to like all of the shades in the set!
Sephora does a great job with their Christmas sets, here are a few I would consider!