Use frozenset,
>>> set([frozenset([1,2]), frozenset([2,3])])
set([frozenset([1, 2]), frozenset([2, 3])])
To represent a set of sets, the inner sets must be frozenset objects for the reason that the elements of a set must be hashable (all of Python’s immutable built-in objects are hashable). frozenset is immutable and set is mutable.