The docs are a good place to start. Here are a couple examples that might help you determine how you want to compare your sets.
To find the intersection (items that are in both sets):
>>> a = set([1, 2, 3, 4, 5, 6])
>>> b = set([4, 5, 6, 7, 8, 9])
>>> a & b
set([4, 5, 6])
To find the difference (items that only in one set):
>>> a = set([1, 2, 3, 4, 5, 6])
>>> b = set([4, 5, 6, 7, 8, 9])
>>> a - b
set([1, 2, 3])
>>> b - a
set([7, 8, 9])
To find the symmetric difference (items that are in one or the other, but not both):
>>> a = set([1, 2, 3, 4, 5, 6])
>>> b = set([4, 5, 6, 7, 8, 9])
>>> a ^ b
set([1, 2, 3, 7, 8, 9])