I was at Target yesterday and I was thinking of getting some hand weights, but I am not sure what kind to get.  The two sets they had came with either all these interchangeable parts of videos. 

Have you bought a set that you liked?

I bought a set of weights that were by Reebok.  I think it was called the reebok speed pak adjustable weights.

You get the one set of hand weights and then several adjustable weights that lock onto the hand weights to take each one from five to twelve pounds. 

I havent used them more than once but they are good when I need them and when I don't they store nicely. 

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Sassy

If you were looking at target, they have some simple ten dollar weights.  I got some from their that are five pounds each and I use them during my workout videos and you dont have to worry about switching out weights.

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Shell shocked

I don't have any of my own but I should probably get some.  whenever an exercise calls for them I will usually just use something else around the house that weighs five pounds or so and that I can hold in my hands.

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Finding my muse

I have the same pair of hand weights I bought in high school.  Nothing fancy and they are actually kind of ugly already.  I might go look for a set that sounds like the ones you saw since I would like to be able to change the weight and have a better grip on them.

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Not as bad as you think