The annual proof sets issued from 2000 to 2009 included the launch of many new coin designs and series. This included the newly designed dollar coin featuring Sacagawea, another dollar coin series featuring the former Presidents, a redesign of the Jefferson Nickel, a one year quarter series, and new designs for the Lincoln Cents. Amidst these changes, the number of coins and issue prices for the proof sets increased.
The Sacagawea Dollar was introduced in the year 2000, which increased the number of coins in the annual set from nine to ten. The additional coin was included in the lens containing the non-State Quarter coins. The US Mint did not increase the price of the set due to the additional coin, which made it seem like a relative bargain.
Starting in 2004, the Westward Journey Jefferson Nickel series was launched, which featured a series of four new reverse designs over the course of two years. When the series began the US Mint raised the price of the annual set by a few dollars.
The biggest changes happened in 2007 and 2009. The year 2007 saw the launch of the Presidential Dollar series. This series featured four different releases each year, honoring former presidents. The additional coins necessitated the inclusion of a separate lens, a larger proof set box, and a higher price. In 2009, the State Quarters series was replaced by the one year District of Columbia and United States Territories Program, which featured six quarter designs, and the Lincoln Cent featured four different reverse designs.