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The main question to ask here when you hit a set is "what hand is going to pay me off?"
If somebody after you raised preflop and you called to hit your set, then check. Chances are, if they raised, they're going to have a high pocket pair (this is what you want them to have) or they're going to have merely high cards. Either way, you can usually count on them to bet out. If they have a pocket pair, then you raise them on the flop after they bet. From here, don't try another check raise. You are now in control of the hand; continue betting about 3/4's to 4/5's of the pot on both the turn and the river. Just remember to think about what they think that have. If you bet way too strong, they might think their overpair is beat and fold, so remember to calibrate your bet strength according to what you think your opponent will call.
If they had high cards, well...you're not going to get the full value out of your set. But you should still check to them and let them bet. If you bet first, they'll fold anyways. By checking to them, you allow them to give you a few extra chips by bluffing...and who knows? Maybe they'll think you're bluffing and rebluff you. Then, you can call an all in!
However, if you just limped in, it gets a little trickier. The main thing to remember here though is "what hand is going to pay me off". If the flop is connecting rags, you might also have to think "does someone have a straight already?" If you're in early position and someone way after you is aggresive, check to them and let them bet first; they're going to be betting if nobody bets in order to try to take the pot and then you can try to take those extra chips from them. Who knows? They might even have a hand and then you'll get to extract more chips from them! If your entire table is loose passive, well then just bet it out yourself. There's nothing worse than letting a gutshot straight draw complete his draw for free and then paying him off while you think you're value betting your set.
And obviously, if you're in late position and nobody has bet before you, you have to bet. If you're in late position and there is already a bet in front of you with no calls, you should raise to twice their bet and take it from there. If you're in late position and there is a bet in front of you with several calls, you raise it to the size of the pot + the cumulation of everyone's bets/calls. You either want to take that pot down there or you want to isolate. You do NOT want 3 other players continuuing to see the next few cards with you.
If one of them flopped a straight, well...sucks to be you. You still have odds to a full house, so yeah. I cannot never advocate laying down a flopped set. I always lose a set over set battle if I have the lower set and I always lost the set vs straight / flush battle if we both flopped our hands. In the long run, the losses I sustain that way will be more than made up for in the increased profits from betting my sets very hard.
That should just about cover it. Any questions?
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