Es gibt 3 Set die man nicht herstellen kann und das sind folgende:

- Piratenkönig-Set
- Helden-Set
- Wächter-Set

Es gibt insgesamt 21 versch. Set. Hier mal die Auflistung von Gamefaqs (preiset den Herrn).

Code: 
Piece Stats (and Set Bonus)
 
1. Bondage Set
    -Cat Mask
    -Bondage Suit
    -Bondage Gloves
    -Spiked Heels
 
 
2. Diamond Set
    -Diamond Helm         (Def. +25)
    -Diamond Mail         (Def. +54)
    -Diamond Shield     (Def. +28)
    -Diamond Boots         (Def. +24)
                __________
                - Total Stat = Def. +131
                - Full Set Bonus = Phys Def. +10%,
                Mag Def. +25%
 
 
3. Dragon Set
    -Dragon Helm        (Def. +14)
    -Dragon Armor        (Def. +32; Atk. +5; Str. +5)
    -Dragon Shield        (Def. +16; Atk. +2; Eva. +2; Str. +2)
    -Dragon Shin Guards    (Def. +13; Atk. +2; Str. +2)
                __________
                - Total Stat = Def. +75, Atk. +9, Str. +9, 
                Eva. +2
                - Full Set Bonus = Mag Def. +5%, Phys Def. +5,
                10% Resistence against Fire
 
 
4. Guardian Set**
    -Guardian Circlet     (Def. +30; Mag Def. +5; Eva. +5)
    -Guardian Garb        (Def. +65; Mag Def. +20; Mag. +10)
    -Guardian Bracelet    (Def. +35; Mag Def. +5; Mag. +5)
    -Guardian Sandals     (Def. +23; Mag Def. +2; Mag. +2)
                __________
                - Total Stat = Def. +153; Mag Def. +32; 
                Mag. +17; Eva. +5
                - Full Set Bonus = Phys Def. +10%
 
 
5. Hero Set**
    -Hero Helm        (All Stats +4 except: Def. +__, Phys Def. +0)
    -Hero Armor        (All Stats +5 except: Def. +68, Phys Def. +0)
    -Hero Shield        (All Stats +2 except: Def. +40, Phys Def. +0)
    -Hero Boots        (All Stats +2 except: Def. +25, Phys Def. +0)
                __________
                - Total Stat = All Stats +13 except: Def +___, 
                Phys Def. +0
                - Full Set Bonus = Atk. +10%, Spd. +10%, 
                Skl. +10%
 
 
6. Ivory Set
    -Ivory Crown        (Def. +14; Mag. +4)
    -Ivory Robe        (Def. +36; Mag Def. +4; Mag. +4)
    -Ivory Bracelet        (Def. +20; Skl. +1)
    -Ivory Sandals        (Def. +16; Mag Def. +2; Eva. +2)
                __________
                - Total Stat = Def. +86, Mag. +8, Mag. Def +6,
                Skl. +1, Eva. +2
                - Full Set Bonus = ___________________
 
 
7. Magic Set                
    -Magical Hat        (Def. +7; Mag Def. +4; Mag. +3)
    -Magic Robe        (Def. +18; Mag Def. +4; Mag. +4)
    -Magic Hand        (Def. +12; Mag Def. +4; Mag. +2)
    -Magic Sandals        (Def. +12; Mag Def. +1; Mag. +5)
                __________
                - Total Stat = Def. +49; Mag Def. +13; Mag. +14
                - Full Set Bonus = Mag. +10%, +5% Resistence 
                against Fire, Water, Earth, Wind, Thunder, 
                Dark, Special, Physical
 
 
8. Master Set
    -Master's Headband    (Def. +6; Atk. +2; Skl. +2; Str. +2)
    -Master's Vest        (Def. +19; Spd. +2; Skl. +2)
    -Master's Wristbands    (Def. +10; Atk. +2; Eva. +2; Skl. +2; Str. +2)
    -Master's Shoes        (Def. +8; Atk. +1; Spd. +1; Eva. +1; Skl. +1; 
                Str. +1)
                __________
                - Total Stat = Def. +43, Atk. +5, Skl. +7,
                Str. +5, Spd. +3, Eva. +3
                - Full Set Bonus = Atk. +10%, Skl. +20%,
                +5% Resistence against Physical
 
 
9. Mermaid Set
    -Mermaid Crown
    -Mermaid Robe
    -Mermaid Bracelet
    -Mermaid Sandals
 
 
10. Ninja Set
    -Ninja Head Piece    (Def. +15; Spd. +4; Eva. +6)
    -Ninja Garb        (Def. +25; Spd. +15; Eva. +5)
    -Ninja Bracers        (Def. +18; Spd. +4; Eva. +4; Skl. +4)
    -Ninja Leggings        (Def. +14; Spd. +4; Eva. +4)
                __________
                - Total Stat = Def. +72, Spd. +27, Eva. +19,
                Skl. +4
                - Full Set Bonus = Spd. =10%, Crit Atk. +5%
 
 
11. Noble Set
    -Noble's Hat        (Def. +16; Luc. +6)
    -Noble's Garb        (Def. +36; Luc. +5)
    -Noble's Glove        (Def. +18; Spd. +3; Eva. +3)
    -Noble's Shoes        (Def. +16; Luc. +4)
                __________
                - Total Stat = Def. +86, Luc. +15, Spd. +3, 
                Eva. +3
                - Full Set Bonus = Spd. +10%, Mag. +5%, 
                Mag Def. +5%, Recover 1% HP each turn
 
 
12. Ogre Set
    -Ogre Helm
    -Ogre Mail
    -Ogre Breath
    -Ogre Boots
 
 
13. Pirate Set
    -Pirate Bandana        (Def. +7)
    -Pirate Armor        (Def. +23; Atk. +2; Skl. +2; Str. +2)
    -Pirate Bracers        (Def. +12; Atk. +2; Str. +2)
    -Pirate Boots        (Def. +7; Eva. +3)
                __________
                - Total Stat = Def. +49, Atk. +4, Skl. +2, 
                Str. +4, Eva. +3
                - Full Set Bonus = Phys Def. +10%, Atk. +10%, 
                +5% Resistence against Water
 
 
14. Pirate King Set**
    -Pirate King Crown    (Def. +35; Atk. +5; Skl. +5; Str. +5)
    -Pirate King Vest    (Def. +74; Atk. +5; Spd. +5; Skl. +5; Str. +5)
    -Pirate King Bracers    (Def. +37; Spd. +5; Eva. +5)
    -Pirate King Shoes    (Def. +28; Spd. +4; Skl. +2)
                __________
                - Total Stat = Def. +174, Atk. +10, Spd. +14,
                Skl. +12, Str. +10, Eva. +5
                - Full Set Bonus = Mag Def. +10%, 
                Phys Def. +10%
 
 
15. Platinum Set
    -Platinum Helm        (Def. +20)
    -Platinum Mail        (Def. +50)
    -Platinum Shield    (Def. +24)
    -Platinum Boots        (Def. +20)
                __________
                - Total Stat = Def. +114
                - Full Set Bonus = Mag Def. +25%, Mag. +10%
 
 
16. Samurai (Warrior) Set    
    -Warrior Mask        (Def. +13; Atk. +2; Skl. +2; Str.+2)
    -Warrior Armor        (Def. +32; Skl. +5)
    -Warrior Bracers    (Def. +20; Skl. +2)
    -Warrior Shin Guards    (Def. +14; Skl. +2)
                __________
                - Total Stat = Def. +79, Skl. +11, Atk. +2,
                Str. +2
                - Full Set Bonus = Atk. +10%,
                10% Resistence against Physical
 
 
17. Silk Set
    -Silk Hat        (Def. +12; Luc. +10)
    -Silk Robe        (Def. +34)
    -Silk Gloves        (Def. +18; Mag Def. +1; Mag. +1)
    -Silk Shoes         (Def. +14)
      *or Silk Sandals    (Def. +1)
                __________
                - Total Stat = Deft. +78/79, Mag Def. +1, 
                Luc. +10, Mag. +1
                - Full Set Bonus = Mag. +5%, Spd. +10%, 
                Mag Def. +5%
 
 
18. Tengu (Goblin) Set
    -Goblin Court Hat    (Def. +25; Spd. +4; Mag. +6)
    -Golbin Overcoat    (Def. +49; Eva. +10; Mag. +5)
    -Goblin Beads        (Def. +22; Spd. +2; Mag. +2; Skl +2)
    -Goblin Clogs        (Def. +18; Eva. +2; Skl. +2)
                __________
                - Total Stat = Def. +114, Spd. +6, Mag. +11,
                Eva. +12, Skl. +4
                - Full Set Bonus = Atk. +20%
 
 
19. Unicorn Set
    -Unicorn Hat
    -Unicorn Robe
    -Unicorn Bracelet
    -Unicorn Boots
 
 
20. Venus Set
    -Venus Comb        (Def. +32; Mag. +8)
    -Venus Armor        (Def. +60; Atk. +10; Skl. +5; Str. +10)
    -Venus Gloves        (Def. +32; Mag Def. +2; Eva. +5; Mag. +2)
    -Venus Anklet        (Def. +20)
                __________
                - Total Stat = Def. +144, Mag. +10, Atk. +10,
                Skl. +5, Eva. +5, Str. +10, Mag Def. +2
                - Full Set Bonus = Mag Def. +10%,
                10% Protection when Critical
 
 
21. Wing Set
    -Wing Helm        (Def. +8; Spd. +4; Skl. +4)
    -Wing Mail        (Def. +23; Spd. +4; Eva. +4)
    -Wing Shield        (Def. +11; Spd. +4; Eva. +4)
    -Wing Boots        (Def. +71; Spd. +4; Eva. +4)
                __________
                - Total Stat = Def. +113, Spd. +16, Eva. +12,
                Skl. +4
                - Full Set Bonus = Luc. +10%, Eva. +10%, 
                Spd. +10%, +5% Resistence against Wind
nochmals: Preiset den Gamefaqs.