The sets really depend on your play style. For example, I like to use Aegis on my cruisers (which are set up for tanking), except the Aegis engines kinda stink on a cruiser.
The Breen set is nice for science ships. The resilient shields give you more shield tanking ability, since you won't be taking as much bleed through. The combat engines are nice because you're probably not going to have a ton of engine power with a science build. And the Deflector is OK. The tractor beam stats on it are kinda unknown as this point; I still haven't noticed much difference using it or not.
Using two items grants you a buff called Superconducting Phase Channels, which is +30% power transfer and +30 Transphasic projectiles. If you're using the rapid fire torpedo and the breen cluster torp you should probably use at least two of the Breen items.
Using all three items grants you a free energy siphon. It's a decent counter to being drained and doesn't cost you anything except a deflector cool down. +9 power to all systems for ~11 seconds is nice when you need it.
As for the Borg set, it's been covered. It's by far the best out of the bunch for overall stat boosts and bonuses, but it's not a perfect fit for every build out there.