There are different types of dragon armour, but no sets per se (no extra bonuses for wearing multiple pieces of the same type).
There is a human equipment set in each of the flying fortresses for Stone, Raze and Kali, and another than can be found by mindreading 4 bosses in those fortresses (Xanlosch plus the 3 main bosses).
You should be able to find some decent looking random stuff, and I found mix and matching was better than the sets (though I didn't look at the
downloadable sets (available in North America, but AFAIK not in the UK).
Getting the battle tower is about half way through the game.
