Good question. 10mm and 12mm for things like brake pads, seatpost bolts, chainring bolts, brake mounting bolts. There may be an occasional 11mm but I don't recall any. Small ones for cables, derailleur cable clamps, and such could be 6mm through 9mm but generally don't have to be expensive. Cone wrenches are thin, often 13mm, 14mm, or 15mm, generally available only as bike tools. Something tells me that some crank fixing bolts I've seen are 14mm, or is it 12mm? No, I think it is 14mm. They have to be thin-wall sockets or specific bike tools. You don't really sockets for much else. I don't recall what the required sizes I've seen are for pedals. There really aren't many bolts on a bike!

I'd suggest you start with 10mm and 12mm, then 9mm and 8mm.