I wouldnt say Never slow play a set. there's definitely times for it, but they're the minority.
the advantages to fast playing are huge. its hard for your opponent to judge the strength of your hand. you could have tptk, or if you bet into your draws it makes it even harder.
however, say you have a low pair set, and the board is not dangerous at all, AND you're against an overly aggressive opponent then you can slow play.
the other situation, is when you're sure your opponent has a semi strong hand but you know that the draws out there cant help them, and theres 2 to the flush or str8 out there, AND they think you're on a draw and are aware of giving bad odds to draw.
you will extract far more money from the hand this way then if the draw wasnt out there.