You might think that is a simple question. However, chipping can be a journey where you keep finding new destinations.
During the poker boom there were dozens of vendors selling cheap chip set that you could customize. They were slugged plastic chips, but they were "real" to me, and better than those interlocking chips or boring dice chips.
Then I added on to those with full custom ceramics. Those were more real, but I also learned that a "Frankenstein" set made of multiple types of chips, is undesirable.
So then I ordered a customized set of China clay chips. The set was going to be epic, but while I was waiting for the group buy to complete, I had placed an order for custom CPC chips. The CPC's arrived first, so I guess those were actually my first set of real chips.
...until I got Paulsons. Because those are real chips.