[10.9 UPDATE] Conquest Set Guide

Protector of the jungle is the best starter for set, kind of self explanatory.

Transcendence itself is a good item and will help you with your mana and give you lots of power late game.

Jotunns is merely just for the cooldowns so you're able to poke them with your skewer. A lot of people might wanna go soul eater here but it's really bad on Set as he has no built-in life steal and will not be able to benefit enough from it.

Serrated/Brawler's either of those items is fine here but depending on how severe the enemy's healing is, get brawler's first.

Heartseeker is definitely a must buy and should be in every set build.

Last item will be Crusher as it is only decent late game and will add extra damage to your 1.

Some situational items you can also get are: Magi's cloak, bloodforge, berserker's shield.

Some people might think set can or should be built AA based but this is wrong.
While his passive gives him attack speed, his rest of the kit is built around his 1.
The skewer will be your main damage therefore you go an ability based build.

I don't recommend playing set in any other role but jungle atm and here's why...

As mages are right now with a lot of power and poke abilities, i don't recommend taking their spot because you won't be able to put out as much damage as a mage would.

Set carry is also not a good idea as you would struggle to burn objectives, destroy towers and going a crit or "hunter" build on him, would be bad.

Set Support is self explanatory. You don't have any real CC to provide for your team.

Set solo is bad. Your early is REALLY bad and you won't be able to clear waves for a while. You won't have any pressure and will lose your T1 and blue buff. And late game you won't be able to be the frontline your team needs. However if you do play set solo, go full damage.

Jungle is by far his best role.

You wanna poke first before you dive but once you get a good opportunity to dive, you wanna activate your ult, always engage with your 3 as it gives you a whole 15% damage reduction and then auto attack the target until all 8 clones have spawned, now use your skewer and watch their health bar drop down to 0.