So I've only recently started running group dungeons. However, I've already almost filled my bank with mostly 3-4 pieces of the various dungeon sets. For overland sets, I have a good sense of how easily I can get hold of stuff, and I can always sell things, so I don't hang onto many. But for the dungeon sets, where in the past its been harder for me to get hold of items, I don't yet have that. There are some sets that I can easily decide are not worth holding onto (Tormentor, Spelunker as examples), and others that as long as you have a relevant character that show up regularly in builds (Worm's raiment for example) so those I'll hold onto for my low level magicka characters. But there's a lot of sets that seem to fall somewhere in between, and I'm having a harder time figuring out which one(s) might be useful in the long run. (Especially since I have much less in jewelry and weapons for those sets, so using them means forgoing a crafted set where I have trait control).
I would rather not list all the sets I'm currently unsure about; I'm more looking for general principles on which to make the decisions, althoughif you're answering please feel free to mention either your priority sets (so far I just sort of scan build lists to get an idea of these) or your less-used set that is effective in an unusual build and why.