In the same module that you used for special price (explained here) you can add you attribute set also.
Just add this to the collection init ->addAttributeToSelect('attribute_set_id') and the corresponding column in _prepareColumns().

$sets = Mage::getResourceModel('eav/entity_attribute_set_collection')
            ->setEntityTypeFilter(Mage::getModel('catalog/product')->getResource()->getTypeId())
            ->load()
            ->toOptionHash();
    $this->addColumnAfter('set_name',
        array(
            'header'=> Mage::helper('catalog')->__('Attrib. Set Name'),
            'width' => '100px',
            'index' => 'attribute_set_id',
            'type'  => 'options',
            'options' => $sets,
    ), 'name'); 

In the same module that you used for special price (explained here) you can add you attribute set also.
Just add this to the collection init ->addAttributeToSelect('attribute_set_id') and the corresponding column in _prepareColumns().

$sets = Mage::getResourceModel('eav/entity_attribute_set_collection')
            ->setEntityTypeFilter(Mage::getModel('catalog/product')->getResource()->getTypeId())
            ->load()
            ->toOptionHash();
    $this->addColumnAfter('set_name',
        array(
            'header'=> Mage::helper('catalog')->__('Attrib. Set Name'),
            'width' => '100px',
            'index' => 'attribute_set_id',
            'type'  => 'options',
            'options' => $sets,
    ), 'name');