I'm certain it's been suggested elsewhere, but having some kind of indicator within the Armory Chest of the items that are currently associated with a Set would be wonderful. I don't think it would be necessary to know what items are being used in a particular Set, just have a colored outline perhaps around the items that are being used in any Set. It would be really helpful when sorting through your gear, trying to figure out what can be sold or turned into materia. I have definitely had several instances where I've sold, converted, or traded an item that I was using in a Set that I didn't have equipped at the time.