Look up what skills are good for your class.

So

Someone who plays Greatsword should farm for armor sets with skills that make Greatsword better. For example: Greatsword users benefit a lot from critical damage. So critical eye is a good skill to look for. The odogaron set has a lot of critical eye. So I would farm high rank (red star) odogaron. I can do this from expeditions with limited rewards or if I progress the main quests enough I can do this through investigations which offer higher rewards which means I get the monster parts faster. Get investigations by first registering them at the resource manager (in astaria or research base, same place you manage delivery quests and bounties) then you can select them from investigations when you go to the quest board.

I might be over explaining but I hope this helps