Items that are "unique" or are listed as part of a given set, you can't sell until you change acts. It gets frustrating, since there are a ton of random sets and unique items, it seems, and as far as I can tell (about two hours into Act 4) they confer no special bonuses that make them all that much worth having.

Items like rope are more or less junk (same goes for bottles and cups). Except for one time that I can think of, though I do keep my eyes open for another, you can just leave the ropes where you found them and think of them as decoration. (I do tend to keep one on me somewhere, but that's out of a somewhat silly personal sense of preparedness, rather than a necessity the game has given me.)