They are expensive. I buy my sketches individually when I can afford some, I usually use commission money to get new markers. Most of my ciaos were bought in sets (such as the 12 skin set, and the grey tones set) although the rest were just the left overs colours from when I had a 36 set like 4 years ago (I ended up throwing most of the 36 set away years ago when they ran out, since I couldn't afford to get refills at the time.)
Hard to say really. Sketches have more available colours and it's easier to refill them. Generally, sketches feel nicer to hold and have the numbers conveniently on the lid. But regardless, they colour the same.