Note: This article is out of date and the attributes of the sets listed here may no longer be correct. However, it may be useful to locate where individual item slots (shoulders, helm, etc.) can be obtained and when a pledge dungeon will be offered next by the pledge quest givers. For current set attributes, try https://eso-sets.com/. I am planning to update this article but I cannot provide an estimate of when it will be done at this time.
With Update 12 (aka 2.6.x or OneTamriel), itemization in the game was significantly changed. Every region will offer players the chance to find three sets unique to the region: One light, one medium, and one heavy. With regards to the quality of items found, the general principle is that the harder the foe or further into a dungeon or trial, the better the loot.
This is was made possible by the hard work of @cosmic_3000 and HeroOfNone for sharing it on Twitter and on the official forums. Their information was re-presented in alphabetical order and in a format more user-friendly those accessing the page on their mobiles and/or tablets, and added links to quests and my pledge calendar.