One general rule-of-thumb is don't use denominations that can't be combined to make change (like 10c and 25c, or 10 and 25).
And to answer your OP question: yes, tournament sets with T500 / T2000 / T10000 denominations (vs T500 / T1000 / T5000) do exist, although they come with a few caveats:
-- more T500 chips will be needed, and for a longer period of time before color-ups
-- denominations should be clearly marked, and T2000 chips should not use colors normally associated with T1000 chips to avoid confusion
-- T2000 sets work best for larger starting stacks and/or larger player fields (not recommended for fields of less than 20 players with 20k stacks -- 500k+ total chips in play for best results)
And to answer your OP question: yes, tournament sets with T500 / T2000 / T10000 denominations (vs T500 / T1000 / T5000) do exist, although they come with a few caveats:
-- more T500 chips will be needed, and for a longer period of time before color-ups
-- denominations should be clearly marked, and T2000 chips should not use colors normally associated with T1000 chips to avoid confusion
-- T2000 sets work best for larger starting stacks and/or larger player fields (not recommended for fields of less than 20 players with 20k stacks -- 500k+ total chips in play for best results)