I just can’t say enough positive about Live’s ability to export sets using drag and drop.
My approach to live performance is to continually add material, so my sets have a tendency to get very large over time. The beauty of this is that your sets can get extremely dynamic as the material gets more varied. The downside is that they can also become an unmanageable mess.
That’s why I always save new chunks of material into Live Sets as I go. So, for example, I’ve got a new chunk of material that I worked on for this past weekend. I then select all the clips and drag them into my Sets folder:
Having all these sets (some of which are an hour or more worth of material, some just 10 minutes or so) saved makes cleaning up your big unmanageable set really easy.
When you need to start fresh, just open an empty template of your performance set, and start adding in the Sets you want to use. I find this technique provides a really great balance that allows me to grow steadily, without going crazy from information overload!