I would think that first we would need more background information about your riding.

The easy answer would be that you should get atleast the same cassette that you currently have and put it on the better set. If you are using your "fast wheels" now, put the old cassette on your "new traing wheels." If you are buying "race wheels" then you should get the best set and cassette that you can afford.

There are advantages to having multiple cassettes, you can improve your chain as well as cassette life. And as was mentioned above, you can widen or lower your gearing for training.