Item sets can be aacquired in various ways. As a general rule, the method by which you acquire a set determines the overall usefulness of that set. PVP sets tend to be more useful for PVP, raid sets for raids, etc. In addition, the more difficult the set is to acquire, the more powerful it is likely to be. Sets are often referred to as tiers, with each tier being progressively harder to obtain and correspondingly more powerful.
PVP Sets are purchased through honor points or arena points. The Sets go on the hands, legs, chest, shoulder and head. Each set also has some complimentary pieces that may go on the back, wrist, waist, feet and neck, as well as trinkets, rings and weapons.
Honor Point Sets
Arena Point Sets
These sets are gained through getting enough faction with a group to be able to purchase them from that group's quartermaster
These sets are not class specific.