The Tyrant Set for example was unique but as far as I know, that's the only set that requires searching for. I would love to see a loot system similar to Diablo 2's set armor/weapon hunt, or Dungeon Siege 2.
The tyrant set was obsolete the moment my group found all the parts. The ones being able to wear it had already found or bought better equipment that wasn't cursed once you didn't equip the full set.