Don't use set literals in tests

Set literals are not available in Python 2.6.

This doesn't change the fact that the tests don't work on 2.6 but at
least it stops the message about illegal syntax popping up every time
one installs the module.

Change-Id: I9b8674af99bc3acd418b2a378679e7254e1dee79
Merge "Don't use set literals in tests"