I bought the basic kit. The gold lead kit isn't that great, you're better off getting similar attachment for use with a meter.
I use my PP3 a lot, i do quite a bit of electrical work. It's great for checking fuses quickly, checking for live or earth and little simple things that would otherwise be hassle. I especially like the noise feedback (for live and earth) because i'm colourblind and have trouble with my logic probe's LED, it's also very handy when you're in a tight space and can't see the probe clearly.
Only downside i can think of is that it's a little bulky. The PowerProbe 2 is great, and i don't find the 3 to be a
lot better. If i want to check voltage i'm more inclined to use my meter, the probe is more useful for establishing live/earth/open circuit or dead connection.
I can't speak for the short finder, never used one and don't feel much of a need to buy one either. Especially not for that price.
They're worth the money, but are no substitue for a good meter. Best under in conjunction. Whenever i get my probe out, i take the meter too. Get the basic kit and spend what you save on a meter, some leads/clips/backprobes/etc and a good book on the basics of electrics.
The book will give you by far the best value for money. When you understand the principles of electricity everything falls into place and it's much easier to understand and interpret the readings you get from the probe or meter.
