... how does someone pick just one set?! 
You don't!

Not with these all-encompassing works.
I've got cantatas from Herreweghe, Coin, Rifkin, Rilling, Goodman, Parrott, Funfgeld, Richter, Goebel, and Schreier.
And I feel I've barely scratched the surface!
But, really, it doesn't take a huge investment in time to piece together a fine collection of cantatas. If you find you like e.g. Gardiner then simply buy up all there is from him. He's recorded many and you'll learn much.
For me if it came right down to it I could probably live the rest of my life with nothing more than the ongoing Herreweghe cycle. That's how satisfied I am with his approach.
But doing so would preclude exposure to some fine soloists like Prégardien, Schäfer, Goerne, and the like which are found on other sets. So I do enjoy exploring other interpretations.
But, yes, tackling the cantatas on records can be daunting. There's an ocean of them to be had. But that's the
good part!! The not-so-good part is finding time to track down one's 'faves'. But it's time well spent and can pay huge dividends.