Last summer, we got one of the bigger ones from Wal-Mart. I think it was in the later part of the summer, because we got the bigger one for the price of the smaller one. When the boxes arrived, they were so heavy that it took my dad and my husband to carry them around back. At one point they even used a wheel barrow to carry a box. I think that the whole thing weighs around 500 lbs or more. It took them the WHOLE weekend to put it together (from 9 am to 9pm). My dad is usually amazing at stuff like this but he was pretty frustrated at the whole thing. They said that the hardest part was that they were basically given huge boxes of wood that wasn't labelled at all. The directions had pieces labelled, but the wood itself wasn't. This made for a very frustrating two days and they must have put together and taken apart the whole thing like 3 times.
Now, my son loves this set. It has a tower, a fort, three swings and a horse, rock climbing wall and a table area and of course a slide. The whole thing is covered in two of those nylon roofs. Well, during that big wind storm where we lost power last summer, the whole swingset blew over (and yes it was anchored into the ground by the biggest spikes). The wind caught the roof like a sail and lifted the whole thing up and into the middle of our backyard. The set was actually sheered in half where the bottom part and the far stand for the swings stayed in the ground and it took the top part off. The set then proceeded to roll down the hill at the back of our property. My husband and neighbors pulled it back up the hill and then took the roof off so that it wouldn't happen again. My dad came back and they rebuilt the thing using new wood and put a slatted wood roof on instead of the nylon.
So now that you have heard my long and boring story, my suggestion is to get one that has a wood roof! The two nylon roofs had slats in them and plenty of area for the wind to escape, but it just didn't and acted like a sail instead. My next suggestion is to pay someone whatever you need to to have it put together! My husband is very busy with work and said that he would have preferred to have spent the time off from work with our son instead of dealing with the set. The set looks nice, just not as nice as the rainbow sets. The difference probably being in the thickness of the wood that they use.
Good luck in your search! Your kids will love whatever you choose in the end and will definitely get good use out of it!