Although maundy money is mostly found in sets, there is usually an odd number of loose coins due to the distribution reflecting the age of the monarch. Some people also break sets up, the 3d being the denomination most removed from sets, and usually the same one has to be checked when buying sets because people reconstitute them using a currency 3d in lieu.
As to whether they are worth buying individually will depend on what you want. If you want to rebuild sets, then it is a labour of love. Trying to match the toning in a made up set is nigh impossible. If you just want an example of each type, then buying a set is the easiest way. You shouldn't be disheartened by the price of sets. Many people refuse to pay more than £xx for anything, but a coin or set doesn't suddenly become worthless just because you have bought it. Properly looked after, it will retain its value in line with the market.