From WoWWiki

Classes :
Armor sets :	Dk	Dr	Hu	Ma	Pa	Pr	Ro	Sh	Wl	Wr
Dungeon 1 :	Dk	Dr	Hu	Ma	Pa	Pr	Ro	Sh	Wl	Wr
Dungeon 2 :	Dk	Dr	Hu	Ma	Pa	Pr	Ro	Sh	Wl	Wr
Dungeon 3 :	Dk	Dr	Hu	Ma	Pa	Pr	Ro	Sh	Wr	Wr
Zul'Gurub :	Dk	Dr	Hu	Ma	Pa	Pr	Ro	Sh	Wl	Wr
AQ20 :	Dk	Dr	Hu	Ma	Pa	Pr	Ro	Sh	Wl	Wr
AQ40 :	Dk	Dr	Hu	Ma	Pa	Pr	Ro	Sh	Wl	Wr
Tier 1 :	Dk	Dr	Hu	Ma	Pa	Pr	Ro	Sh	Wl	Wr
Tier 2 :	Dk	Dr	Hu	Ma	Pa	Pr	Ro	Sh	Wl	Wr
Tier 3 :	Dk	Dr	Hu	Ma	Pa	Pr	Ro	Sh	Wl	Wr
Tier 4 :	Dk	Dr	Hu	Ma	Pa	Pr	Ro	Sh	Wl	Wr
Tier 5 :	Dk	Dr	Hu	Ma	Pa	Pr	Ro	Sh	Wl	Wr
Tier 6 :	Dk	Dr	Hu	Ma	Pa	Pr	Ro	Sh	Wl	Wr

Epic quality Set items. These items are dropped by Ragnaros, Onyxia, and the bosses in Blackwing Lair. They are harder to get than the Tier 1 set items and are generally regarded as being of higher quality.

The Tier 2 sets for each class are:

	Class	Armor Set	Set Use
	Druid	Stormrage Raiment	Healing
	Hunter	Dragonstalker Armor	all builds
	Mage	Netherwind Regalia	all builds
	Paladin	Judgement Armor	all builds
	Priest	Vestments of Transcendence	Healing
	Rogue	Bloodfang Armor	all builds
	Shaman	The Ten Storms	Healing/Elemental DPS
	Warlock	Nemesis Raiment	all builds
	Warrior	Battlegear of Wrath	Protection/minor Arms/Fury DPS

Also see Tiers.
For more details, look at the individual sets.

Armor sets
Class sets		Death knight sets • Druid sets • Hunter sets • Mage sets • Paladin sets • Priest sets • Rogue sets • Shaman sets • Warlock sets • Warrior sets
Dungeon		Dungeon Set 1 • Dungeon Set 2 • Dungeon Set 3
Reputation		ZG: Zandalar Tribe set • AQ20: Cenarion Circle set • AQ40: Brood of Nozdormu sets • Sunwell: Sunwell sets
Tier (Raid)		Tier 1 • Tier 2 • Tier 3 • Tier 4 • Tier 5 • Tier 6
PvP-		Arathi Basin set • PvP-Rare • PvP-Epic • Veteran's • Vindicator's • Guardian's
Arena		Season 1 Arena rewards • Season 2 Arena rewards • Season 3 Arena rewards • Season 4 Arena rewards