Sets, or kits, are the most common way to buy your bricks. A single set is typically designed to build a specific model (or one of few models) based on supplied instructions. Depending on price, sets may contain as few as a dozen bricks, or thousands.
Set identification is the main purpose of LEGO Groups product numbering, although non-set products also receive numbers.
Sets are organized into themes, e.g. Blacktron, City, Star Wars, or Knights' Kingdoms.