Short answer, kill stuff. Longer answer, do delves, dolmens and quests everywhere.

From here

http://esoacademy.com/set-bonus-items/

World (Zone) Sets

These sets, also called overland sets, drop from mobs in a specific zone. A zone normally has three sets found in it, one light armor set, one medium armor set and one heavy armor set. Any mob in that zone has a chance to drop any item from those sets in green, blue and purple quality. The chances of getting a blue and purple quality item increase as you level up.

All of these world sets are bind-on-equip and can be sold to other players.

Delve Bosses have a good chance of dropping a waist or feet slot item.

World Bosses have a 100% chance to drop a head, chest, legs or weapon slot item.

Public Dungeon Bosses have a high chance of dropping a shoulder, hand or weapon slot item.

Many of these Bosses have a small chance to drop a uniquely-named item, instead of the expected set piece. This uniquely-named item is also a part of one of the sets of the zone they are located in, but may not adhere to the dropped slot guidelines above.

Note you have a chance to get weapons from Dolmen Bosses too.

You can buy "lottery" boxes for AP from "regional equipment" pvp vendors in Cyrodiil.
You get a random item from a region you have chosen.
Each of these random chests cost 5000 AP.

Most of the items are blue, there are some purple ones. I got a couple of purple jewlery from these chests as well.