Welcome to the Forum.
Dealing with higher end knives, the question you should ask yourself, is how much care are you willing to put into the care and upkeep? As with most things, the greater the price, the more skill is needed by the buyer to use the item and maintain it.
The German style knifes, such as Wustoff and Henkels are an easier to knife to use and maintain, because they are made out of a softer steel. Which means they can take a lot more abuse then a Japanese knife. When the edge of a German knife hits a hard object it will likely roll, while the edge on a Japanese knife will actually chip. The downside of a German knife is that they are heavy, don't get as sharp, and won't stay as sharp as long as a Japanese knife.
Japanese knifes are made out of a harder steel, which means the knifes can be longer, stiffer, lighter, and take a much keener edge then a German knife. Japanese knifes can be made out of carbon steel which will react, right in front of your eyes. Japanese knifes are more fragile then German ones. To get the most out of a Japanese knife, one has to learn how to sharpen.
Shun knives are popular because they are available in most kitchen stores. The stores usually have generous return policies, so you can return the knife after trying them. The typical policy of most Japanese dealers, is that once the knife is used its yours. The only way they will return it, is if something is wrong with the knife.
People first getting into Japanese knives, are attracted to Damascus. It is a very striking look. Most of us will pick up one or two. There is a realization, that it's better to have the money put into the performance of the knife, instead of the appearance, at least until one is a better sharpener. A lot of the high end knives are made out of Damascus style steel.
The main objection to Shun has been the profile on their chef knife. It is set up to rock chop, like the German knives. I think people coming from German knives, find the Shun chef knife, to be a natural fit. The Japanese chef knife the Gyuto is designed to push cut. Of all the chef knives, I've tried the Shun was my least favorite. I didn't like having that tip, waving around, especially in a small kitchen. I did enjoy the Shun nakiri and santoku, in a small kitchen.
Shuns are normally the first Japanese knife, that people pick up. I don't think that they are an easy knife, for a beginner to learn to sharpen on. Dave with Japanese Knife Sharpening, has noted that Shun's take the keenest edge among stainless steels, when they are sharpened on leather straps.
Except for manufactures I don't know anybody who is a fan of knife sets. The chef knife does 95 percent of the work in the kitchen. Everything else is secondary to it. I'd put most of my budget into picking up a good one, plus a few stones to maintain it.
When it comes to buying knifes all of us, benefit from an experienced dealer, who can answer our questions. All the dealers who have sub forums would be excellent resources. Most of us are comfortable recommending Jon at Japanese Knife Imports because, he will sell what a person needs, not necessarily what they want. He will explain why a knife is or isn't a good choice. Before Jon got the store, he was a member of all the forums. A knife nut who is living the dream.
Shun is a nice introduction to Japanese Knives, especially for people coming from German knives. The stores that usually carry Shun have generous return policies, so people can buy knowing that they can return the knife if it doesn't work out. Many people will be happy with their Shuns, for the few that enjoy Shun, but want more, Shun is a gateway to higher end knifes.
Jay