IMO : The romulan weapon set is awesome. Consider using a threat console from embassy for even more DPS.
The romulan shield set is useless.
The Borg weapon set is fine, but the Romulan is better, except when you can't/don't want to use plasma weapons.
The Borg shield set is good, no matter which one.
The T5 Romulan and Reman shields are almost identical and both 'meh.' They have high capacity but garbage regeneration rates, no damage reductions, and their set bonuses aren't much help. For the dil price, they just aren't worth it.
The Assimilated Borg shields are low cap but great regen rate, plasma damage reduction, and the 3-piece set bonus does phenomenal things for your self-repair. Top end though is either the Fleet Elite shields, the Klingon Honor Guard shield (for the high capacity and sensor-jamming), or the MACO shield (for across-the-board damage reduction and power boosting). If you're going to spend dil on a fancy shield, these three (and their Adapted cross-factional equivalents) are the best options.
Have the Mk11 set from S6 so didn't have the pay dil for it. Even nerfed from what it once was, its a nice intermediate set and good on like a BoP where the low shield modifier makes the reduced cap less of an issue, and all the self-repair bonuses help with the fragility. Its a solid set, but now that it costs dil and marks I'm just not sure its worth it compared to the MACO or Omega or KHG sets available for similar prices.
Borg shield low cap is a horrible thing though despite the regen ability. In elite stf the borg can hit you for nearly 80k with a single a torpedo. 5k shields are stripped instantly and your hull collapses from the WTFbleedthrough damage.