In the same module that you used for special price ([explained here][1]) 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'); 



  [1]: http://magento.stackexchange.com/questions/3644/how-to-add-special-price-to-category-products-grid