The sets are cheaper as a general rule.
As I'm not sure how small you'll be working with however, it's hard to recommend the WXP65 or WXMP (latter is particularly meant for small stuff, usually under magnification). Given the irons they initially released, the WXP120 is meant to be their general purpose iron. However, they've at least announced an 80W version in Europe (can't even find the brochure here in the US
).
FWIW, I have the 65W & 80W irons that go with the WD series (I shut it off & swap irons as needed; much cheaper this way, the vast majority of the time, I use the 80W, even on fine pitch SMD as the tips are available). No cartridge tips, so they're cheaper (you definitely want to figure tip costs in both your initial budget & TCO down the road).
Unfortunately, the WT irons/accessories won't work on the WX stations, as that 90W does look nice.
As per battery terminals, as mentioned above, crimping is the right way to go (Asian versions aren't horribly expensive IME; type that's either hydraulic or looks like a bolt cutter). But if you must solder, just use the 200W wall iron.