Vallejo paints are high-quality acrylic paints that have a very high pigment content to make it easy to achieve an even coverage with rich, solid colour. The colours have been fine-tuned with wargaming miniatures in mind - historically appropriate, yet vibrant enough to stand out on the gaming table.
We took all of the colours that always seem indispensable, no matter the army, and combined them into a universal core set: the Utility Set. Then each of the major nations has its own colour set, with the correct colours for their unique equipment.
With just the Utility and the appropriate nation-specific set, you will have all the colours you need to paint your army. World War II Germans have a lot of variety and colour in their equipment, so they have three sets - one for infantry, one for SS infantry, and one for tanks and other vehicles. Armies for World War III tend to have more complex paint schemes, so tend to have slightly larger paint sets.