A subject of great angst for me, I eventually bought a set of the Stewmac files, not the ones pictured above, just the gauged flat bar ones, minus the holders. They arrived with some light rust and chipped paint, im pretty sure they just shipped me a return item, which does not endear them to me. They work fine at cutting the slots, but have teeth only on the cutting edge, so they don't work all that well for widening slots. Like a lot of people, i tried the needle file approach, which works fine for a few nuts, but gets old. Driftwood Guitars is a bit of a shill for Stewmac, so take it with a grain of salt. His conclusion seems to be that the Nomad files are good deal for the occasional or amateur user. Stewmac tools are uniformly good quality, but I can't often stomach their prices and shameless price padding through high shipping costs.
The Highline Guitars guy tries and reviews a lot of tools, here's one on the Hosco nut files, which you see all over the place. They are about 1/2 the Stewmac files, and can be found used for less.