Derek, I've been wondering this same thing. I use the small brushes mainly for painting detail on scale figures and the occasional control panels on spaceships, cars, etc.
I've bought the expensive (to me, $5ish) brushes from the artist painting sections in Michaels, HL, Joanns. All the different kinds synthetic, sable, etc. The tips of ALL of these bend, curl, fray, etc after just 1-2 uses!!! Impossible to use for fine detail.
Evidently Kolinsky sable is used in the higher end brushes. I've heard good comments about Windsor-Newton. At about $20 each for even the smallest brushes I've been hesitant about buying any. I would like to know if these really are that much better!
As far as dry brushing goes just use old brushes you have retired from painting instead of throwing them away. You could also buy one of the "bonus" packs of brushes where you get like 20 brushes for $5ish. Actually one of my favorite weathering brushes is a brush I cut down the bristles to almost a nub!
BTW, I do follow all the reccomened methods for prepping, cleaning, drying, storing, etc my brushes.