There are many different armor sets for each of the classes. On this page you can find info about these different sets the game provides. Battle Mage Armor Set. Sacred Gold . But the easiest way to get unique / set items are dragons. After hours of playing you'll never have to care about money. One of the problem in sacred (and many other rpg/h&s game) is that the inventory is All the set and unique items have a minimum level.
Even when you play for 1/2 hour and a really crappy unique drops, The bosses don't drop great set items regularly but the rings/ammys are. In Sacred Underworld the famous ICON set - the one that gives you This quest has a chance to reward you with a set item and it is pretty easy.