So...I'm not talking about having all pieces of gear and get a stat or effect bonus. Though that isn't a bad idea.
My idea is getting a full Buccaneer's set opens up a pirate quest line mini adventure...or get the Onion set and step into a lil story quest of the onion knights. Acquire all pieces...talk to proper NPC and starts a little side quest story.
Just throwing more ideas at you Yoshida.