Dungeon Command: Sting of Lolth
I think if you're going to do warband design you'll want double of each sets. This will give you 4x of most staple Order cards, 4x of the core monsters and 2x of everything else. You'll find a few cards or monsters you'd like a third copy of, but it won't be as important as getting a full 4 copies of the staples.
Re: So, do you need multiples of the same set to really play this?