Blood Echelon is a nice Set in the first part of the game (Broken Valley, till the Battle Tower). But later on there're stronger Sets.
I believe the Scorpion Set is really nice for a warrior later in the game. Don't forget also to check all shopkeepers, because some of them have items of a Set !
Defenders of Aleroth is great even for a warrior. The magic damage boost applies to damage, too, and the full set is compatible with dual-wielding. I'd forget about Blood Echelon unless you use sword&shield.
Scorpion is nice, but I found it easier to go after the black ring generals that drop Ulthring's before assembling much of the Scorpion set, but you may get more use out of it, who knows.
It depends on whether you are a warrior, a ranger or a magician, if you are a warrior then the scorpion set is useful, the hunter set for rangers and the aleroth archmage set for the magicians