What sets to choose (invention type thingies)
You need to use invention origin enhancements that belong to categories that match those in your powers. If you bring up the full screen enhancement list and hover the mouse over a power, the details area to the bottom right will have an entry showing the categories of IO set you're allowed to slot for that power. Most powers will have one or two categories, a few have more, or none.
Hover the mouse over an IO set recipe or enhancement (in your inventory, or at the auction house) and the popup that appears will show which category that item belongs to.
Lots of links to other pages with IO set lists, etc... on that page I linked to - post a followup if any questions remain after reading all that!
I'd also recommend using Mids Hero Designer to work out what sets you want and where. It gives you a great insight into the powers. You can find links to it all over the forums here:

Thelonious Monk
Okay so i've been bad i'm level 50 mastermind technology and well i never really used any enhancements, Having too much fun blowing things up and never really found myself in a situation where OMG i'm getting slaughtered!
So uhm now i'd like to tweak my char but I have no idea which sets would best fit my pets/weapons oh im shield secondary power.
Abit cluelessly I started randomly buying parts of sets and found out most didn't actually work with my powers, so having wasted some money looking for some tips hehehe