Here is a list of the types of sets I know of and the reasons for doing them

SINGLE SETS
This is the simplest set you can do, one exercise, set reps, set rest time that's it.
These are great if you want to focus on a paticular movement like bench or pullups, it saves your energy for what you want to improve on.

SUPER SETS
This is 2 exercises back to back with no rest. Example: 10 reps bench straight into 10 reps pullups​.

These are great for putting more exercises into your workout to save time while keeping a good deal of energy for both. This isn't optimal for strength training mind you because strength is all about your 100%, It releases more growth hormone, i found it gets me bigger quicker, great for hypertrophy.

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TRI-SETS
This is a superset but 3 exercises back to back with no rest, Same applies for supersets. Less sets are required but doesn't mean you can't add more. This gives you a great burn!

GIANT SET/QUAD SET
This is 4 exercises back to back with no rest. This is much harder than a superset. This will fatigue your muscles quickly, make your heart race, make you sweat and test you mentally if done right. Add this in to add some serious intensity

EPIC SET
Coined by my first trainer, this is 5 exercises back to back. Not many of these required if you use them i only did on for the hole programme 3/4 times but man did it fucking BURN!

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CIRCUIT
Circuits as they sound are continuious sets. Circuits I have done were always done with 4 exercises but more can be added. The idea is to use this as a fitness tool not a bodybuilding tool to bring some intensity and keep your heart rat up and your body dying. This is GREAT for fitness, my fitness level shot through the freaking roof when i did some seriously hard circuits. No rest whatsoever! This however, is terrible for bodybuilding and strength, great for V02MAX training!
 

DROP SET
This is where you finish a set and drop the wiehgt and immediatly follow it up with another set with lighter weight. This lets you keep the burn alive and do more weight, more work and fatigues you very much. Great for the whole increasing growth hormone shizzle while adding some extra intensity

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DOUBLE DROP SET
Not much to say other than this is a drop set done twice. Makes a set far harder, kicks things up even more from a normal drop set

TRIPLE DROP SET

This is a step up from the double drop set, this i a whole new level of burn!

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BURN SET
This is a GREAT bodybuilding finisher! The idea is do 8 reps, drop the weight, 8 reps, drop the weight, 8 reps, drop the weight then follow it up with 12 reps to finish. This at the end of the workout will destroy your body it's amazing feels fantastic! This premise is lowish reps 3 times then high reps to finish. Why not try 10,10,10,20? Play around with this one

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STRIP SET
This requires 2 workout partners and a bar. This can be applied to any number of drop sets either doubles triples quads pyramids the list goes on. When you are done with each set, each partner strips a plate off the bar while you're holding it. This maximizes your time under tension during a drop set. Did this on a leg press, was hard as HELL! It's glorious i recommend it if you have the partners.

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PYRAMIDS
This is where you do a ridiculous number of sets. On a machine you might put the weight on a weight you can do then do 8-12 reps, then drop the weight by 1 plate and repeat until you hit the lightest weight and struggle with 1kilo. This is murderous, it's difficult as hell and it is definitely worth trying. At the end of a workout or in the middle, this is a powerful tool. Endurance goes up, strength to a degree, muscle size and VO2MAX because you're working at such a high intensity for an extended duration.

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21's
This is such a popular set, but only on biceps for some reason. If you imagine a full rep from muscle stretch to peak contraction as a full rep, you do 7 reps but only the first half of the rep, then when you finish do the other portion of the rep for 7 reps, then finish by doing another 7 but full reps. The pump and burn with this is incredible. Try it on bench or squats I dare you!

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PRE EXHAUST
This is a fantastic tool to make your lifts hard as FUCK! Basically do an isolation movement on a muscle group, then use that muscle in a big compound movement with no rest, the muscle gets fatigued so quickly it makes the set very hard. Example: Doing DB flys straight into bench

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POST EXHAUST

This is the opposite of the pre exhaust. You do a big compound movement followed by isolation on one of the muscles used. This is just as good if not better than the pre exhaust in my opinion. Growth hormone shoots up, muscle is burned, reps get hard, you're mentally tested, it's great!

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BOBBY SET
This is my baby. This is the hardest set I could think of. Its a GVT set (10 sets of 10) with a pre exhaust and a post exhaust. Example: Leg extensions into squats into leg extensions. This is so freaking hard, if done right with enough intensity, you can feel the most painful, the most hot, the most brilliant burn you have ever felt

MEGA BURN SET
Another one i created. Basically you mix together the principles of 21's with a burn set. 7,7,7 as a set of 21's, drop the weight then repeat, repeat again and do 10,10,10. The burn is INCREDIBLE!

DEATH SET
Yet another crazy load of mental pie i concocted. The idea is simple yet incredibly brutal. Same exercise, 9 sets back to back, ALL to failure. Take an exercise like pushups, do max reps close pushups, THEN when you literally collapse, do regular pressups, you should get a few more out because it's easier, then when you collapse again, do ultra wide pressups till failure. Once that is done and your seat is dripping and you can't breathe, you repeat it but make it easier by doing them on your knees. Once those 6 sets with no rest all to failure are done you repeat it one more time but this time on your knees and hunched over to make it even easier. 9 total sets, no rest, all to failure. This is indescribably difficult. Can be adapted to any exercise, make sure you can do 3 varied grips and make the exercise easier 2 times. Sorted.

GVT - GERMAN VOLUME TRAINING
This is a new favorite of mine. 10 sets of 10!
This is an incredible hypertrophy tool. The whole point of making your muscles grow bigger is time under tension, what better way to do 100 total reps in a short time? The burn is massive. One thing i have noticed, you loose the benefit of a GVT set if you super set it or add more exercises. GVT sets is a tool which is best utilized with single exercises.