Pang here, just wanted to give you some friendly Advice. Did you know that you can click on the "Heading" or "Name" to bring you to a page that has more information? Go ahead and try. Pang Out.
Rare sets can be dropped from monsters. They can also be found in player shops. However they are extremely expensive in most cases. Rare sets will give bonuses if 2 or more pieces are worn at the same time.