its not restricted to changing your weapon. if you watch the live letter there are two tabs he clicks (and i think he mentions it around 33 min in) one changes his job or you can equip your weapon and change your job, then you can select your equipment set seperatly. as long as you arent limited in the amount of sets you can create or restricted by the way they equip (ex. if you have an empty slot in your set, will it empty the slot or not do anything) if its the second example then you can create a GLD,PUG,LNC set that shares common items then a specific set for class specific gear. is that making sense?