There are certain options which are worth considering. The two main ways of combining tunes into sets are (1) to have a set with the same type of tune, or (2) have a set with different types of tune.
(1) is where you'll have two or three tunes of the same type: all jigs, or all reels, for example. One of the thing you want in a set is "lift" - a way of discerning when you're changing to the next tune in an exciting, noticable way. With tunes of the same type, the way to do that is by changing the key. A quick way of doing this is to move "up a fifth". You could start with a tune in G major, move to D for the second tune, and A for the third. (D is the 5th step of the G scale, A is the 5th step of the D scale). That change provides a noticeable lift, a bright, exciting change. Another thing to try is to move to the relative major or minor: if your first tune is in E minor or dorian, try the next tune in G major.
(2) is where you're using tunes of different types. The most common of this kind of set in Scotland is a march, strathspey and reel. In these sets, it's usual to have the tunes in the same key, and the lift is provided by the change in tempo and rhythm. Another set could be a slow air, strathspey and reel, or even a slow air, march, strathspey and reel. Or a slow air and jig, or whatever. In Cape Breton they often play three strathspeys followed by five reels, all in the same key, occasionally with a minor thrown in.
(3) Another way which works is to see what other people have done. Supposing you want to find a good tune to go with, say,
Rachel Rae. You could go to
Strathspey dot org and enter the title into the search box and look at the recordings of the tune. Click on "Tune" then "Recordings" and a list of recordings of that tune will come up. Click on the first one (Colin Dewar) and you'll see that he played
Rachel Rae followed by
Jumping Geordie and
The High Road to Linton. Or try the Jimmy Shand entry, where he plays
Balmoral Highlanders, Jessie Smith and
Rachel Rae (a march, strathspey and reel all in D).
You could do the same at
the session dot org although it's more biased towards Irish music. Searching for
Rachel Rae there gives its Irish name
The Moving Bogs. Click where it says "There are 37 recordings of this tune." and then look at the recordings to see what they've paired with the tune. In Old Scottish Dance Bands, for example, the set is
The High Road To Linton/The Wind That Shakes The Barley/The Mason’s Apron/Rachel Rae/De’il Amang The Tailors/The Drummer. The keys are A - D - A - D - A - Am.
I hope this provides some food for thought. Any other questions, please ask.