Dunlop ddh Golf Club set for beginner?!?
Of the four brands you listed, Wilson is the one I'd look most closely at. The Wilson/Staff brand is old and well respected. Dunlop also is a generally known quantity, but not nearly as much as Wilson. The other two I've never heard of and would steer away from.
However, in general, I caution people against buying department store and outlet "sets." They often are of inferior design and materials -- even when they come from a name brand. One way in which they cut costs so that the clubs can be offered as a discount set is by using a zinc-aluminum alloy instead of steel. These clubs will break; heads will fly off the shafts, etc. They often use second-quality shafts, etc.
Look at the box. See if it says that clubs are steel. Then test with a magnet. If it doesn't say steel and if a magnet doesn't stick to the face, take them back.
However, the answer to which is "better" really can't be answered without knowing so much more. There are so many variables involved in golf clubs: shaft flex (degree of "whipiness"; torque (degree to which the shaft twists at impact); clubhead loft (face angle of each clubhead); lie (angle of the shaft when the club sole lies flat on the ground); club length for each club (no these are not standardized); overall weight, swing weight, grip diameter, and so on. Each model from each manufacturer is different (indeed, due to manufacturing tolerances, each club is slightly different -- that's why some golfers will declare a particular club in their set as their "favorite" -- the variances in manufacture have "accidentally" made that one the perfect fit for them.
To find whether or not I got a good price on something, I comparison shop on the internet. I check http://www.golfsmith.com , http://www.golfgalaxy.com ; http://www.rockbottomgolf.com for retailers and then I check Ebay using http://www.stealgolf.com , which has the ebay lisings broken down by manufacturer.
All that said, if you're serious about golf and have some extra cash, my best advice would be to take the set back and go to a well-stocked pro shop or a reputable clubmaker-fitter and get fitted. The game is hard enough without playing with clubs that are ill fitted to your skill level, height, weight,personal flexibility, etc. A clubfitter will evaluate you and your game, have you try several clubhead-shaft-grip combinations, testing you against each one until he finds the one that is best. Be sure to let him know what price range you want to stick to before beginning.
I write frequently about all of these topics on my blog at http://www.golfblogger.com