genixia, those are some really great ideas about selling only complete sets. Some thoughts about that:

(These examples assume five colors, R/G/B/Y/Smoke, because there seems to be a market for yellow.)

A) Someone only wants two sets of smoke. Assuming a five color set, that guy gets his two sets, but also eight extra sets. Your #2 and #4 justify the buyer's situation very well, but in the short run, that guy paid for eight sets and is only using two. He may not want to pay the extra, and we lost a sale.

B) If we sell a complete set of five colors, then we could sell single sets at one fifth of the complete set price. People may feel bad that they are required to pay for stuff they won't use.

But, here are some positives to selling in complete sets:
C) People could go in on a purchase together. "Hey, you buy the set and I'll buy your red and yellow." Though that might be more hassle then some want to deal with.

D) Like C, let the users "break the bulk" (as they say in product dustribution). They can charge whatever they want for their unneeded sets. And once we are out of stock, they can post-fire-sale markup their unneeded sets.

So, here's a compromise. As an eternal rule in product sales, bulk is cheaper than individual. Sell both complete sets and individual sets, with individual units priced a little above their per unit cost, and complete sets reflecting a savings because they are in bulk. So, the guy who wants two sets of smoke pays $45 total ($22/set) and the guy who wants a complete set pays $90 total ($18/set).

I just worry that Smoke and Red will sell alot (easily double that of any other single color?). So, if we sell individuals and sets, individual Smoke and Red sales will drain the supply, and that drain won't be counteracted by individual sales of Green, Yellow, and Blue. Complete set sales will drain each color equally, so no worry there, unless Smoke and Red sell out, leaving complete sets impossible (unless a TriColorSet is created at that point). So I think we really may have to order more Smoke and Red no matter what.

Ultimately, it may be determined by price. The manufacturer's per unit cost may be so cheap that we can afford to sell complete sets at a low price. But the setup cost may be so high that we really need to recover that, making complete sets cost prohibitive for the guy who wants just two sets of smoke, thus loosing his business. Once we get on the phone with manufacturers and start looking at setup vs. per unit cost, this will all iron itself out.