I don't have interchangeables, but I don't even think they were available when I started out. I do think they are a good idea, though. When you consider that circs come in every size and length, there is a vast array of them out there. If you want to try them out, before you buy a set, or start collecting lots of sizes, find a pattern that you like that is in the round, maybe. If you want to just try them as flat, you really can go with any length.
As Kelly said, 16 is good for hat size, I'd say 24-29 is good for adult sweater size, some people only buy really long ones and do magic loop or work with 2 dpns. (Are you overloaded yet?)
Circs are not appropriate for small diameter knitting without the loop or two dpn techniques.
When I buy Addis I usually order them from www.yarnware.com because they generally have every size and are fast. I don't know if they're any more or less expensive, but the difference would only be a dollar or two.
There there's always our http://www.taraknit.com/ who has a very good assortment of different types of needles, inexpensive.