Generally, not on the higher end sets :).

No, unless you buy your set at Toys R Us, pieces and boards are generally sold separately. This is how most people like it, it allows you to customize just how you like.

It also allows you to maximize your potential buyer's remorse when you realize that the set could be more mathematically perfect if the diameter of the king was a quarter inch greater, or if the board grain didn't make it feel like a collage.

I bought a set from HoS that was designed after the sets they use in most high end tournaments. I was extremely pleased with the quality and the price. Here's my set.

http://houseofstaunton.com/Store/product_name=The+Championship+Series+Chess+Set+-+3.75+inch+King/exact_match=exact/user-id=/password

From the House of Staunton web site, sets under $100.00. I really like the look of the Royale set

Chess Sets Starting At Under 100.00:

The Classic Series Chess Set - 5.0 inch King Starting at $179.00 Only $89.50 CLEARANCE ITEMS - 50% OFF An exceptionally well-crafted set of wooden Chessmen at a very reasonable price, The Classic Series Chessmen is designed to replace the low quality Chess sets that plague the market and offers a high-quality wooden Chessmen at a reasonable price!		The Royale Series Chess Set - 4.0 inch King Starting at $149.00 Only $74.50 CLEARANCE ITEM - 50% OFF Looking for Chessmen with a slightly different flair? Look no further than the Royale Series Chessmen . Unlike traditional Staunton Chessmen, the unique Kings' fleur de lis and Queens' finials on the Royale Series exude artistic flair to create a very unique and appealing design.