  In this note we study the behavior of the size of Furstenberg sets with
respect to the size of the set of directions defining it. For any pair
$\alpha,\beta\in(0,1]$, we will say that a set $E\subset \R^2$ is an
$F_{\alpha\beta}$-set if there is a subset $L$ of the unit circle of Hausdorff
dimension at least $\beta$ and, for each direction $e$ in $L$, there is a line
segment $\ell_e$ in the direction of $e$ such that the Hausdorff dimension of
the set $E\cap\ell_e$ is equal or greater than $\alpha$. The problem is
considered in the wider scenario of generalized Hausdorff measures, giving
estimates on the appropriate dimension functions for each class of Furstenberg
sets. As a corollary of our main results, we obtain that
$\dim(E)\ge\max\left\{\alpha+\frac{\beta}{2} ; 2\alpha+\beta -1\right\}$ for
any $E\in F_{\alpha\beta}$. In particular we are able to extend previously
known results to the ``endpoint'' $\alpha=0$ case.
