It is very difficult to find out a good set to play with gears and so on. The big Lego Technic toys like cars and so on are sold without nice pieces to link with “normal bricks” (see below the red one).
This problem was already spotted by Yoshihito Isogawa in his Lego books. Finding a good set of pieces is an expensive task. After some search I found a set of boxes I will suggest in this post.
The first is the LEGO® Education 9689 – Simple Machines Set which provide you a bunch of gears and also some pieces like this red one:
You can easily attach this pieces with other basic lego bricks. Paired with a LEGO Technic 8293 – Power Functions
you can get some nice stuff investing less then 100 euros. It is still very expensive anyway. But the gear set you get is nice too (see below). Last but not least you can add the Lego – Set aggiuntivo per pneumatici per Lego 9686 (pneumatic set) to play with a compressor too.