A friend involved in precious stones just purchased a .01 res balance for quite a bit less than than the cheapest price quoted in this thread. They are smaller than a cigarette pack and about half as thick. If the chance comes up I'll check my mate's against a Mettler brand lab balance and report back.
If you are intending to buy a cheap set, remember that it's just as important for a balance to be precise as it is to be accurate.
Ideally you should have a range of certified weights to check accuracy. Precision can be roughly checked by reweighing several times and calculating the absolute error. If possible, before you buy, see if you can leave the balance turned on in the shop and reweigh 10 minutes later. The final test is relocating. Turn the balance off, put it in it's case, walk around with it a bit before rechecking.
If you are wanting to accurately weigh substances of ~50mg or less range - particularly important if intended for consumption - then you owe it to yourself to invest in a good balance.