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 !
On 4th of july 2014 : I start my very first adventure in the Divinity world of Original Sin after reading the Game Manual of great knowledge So far Divinty Original Sin is absolutely beating my expectations !