So it would make sense to possibly put these 3 in health/fitness.
Plasma has it correct in the set bonuses are always active EXCEPT the specials and procs. I tested this myself with having the Far Strike set slotted in Spectral Wounds. One of the set bonuses is .75% added to maximum health. Sitting around doing nothing my health was at 383.0. Right after I used Spectral Wounds, it was still at 383.0.
There are probably some exceptions to the rules that I don't know about (I'm only level 18 after all), but if bonuses worked only on the auto/toggle/click rule, I would have seen an increase in health for a bit from Spectral Wounds.
Xiazhi
I really blew it on the set bonus duration thing, they are pretty much inherents, always on. 
Geez, did I mess up on that one. I'm going to correct the OP, as soon as I get word of any changes (or lack thereof) in I10.
Did the exemplaring bug shutting off all set bonuses that Plasma mentioned ever get fixed?
Even if it didn't, it'd be great to have the correction about set bonuses added to the original post. I failed to read all the way down the first time, and was much confused as a result.
Thanks for a great guide!
Yes. You can slot multiple uniques from different sets into the same power.
As for click/toggle/auto slotting. Auto will always be active, toggles will add their bonus to you while active and clicks will give you their bonus for 2 minutes after clicking it.
(Note that the click is how I've been understanding how they work)
Pinnacle
Heroes
When in danger, or in doubt; Run in circles, scream and shout.