I'm still in a full set of low rank barroth, 'splodin zinoger and baleful nox with my gunlance (artillery +2 for the win). More so because I am lazy but also I want to see how far I can get with the the first set I crafted in game. I guess my point is you may not necessarily need "better" armor and it could just be a case of learning the intricacies of the attack patterns. After all "better armor" is only going to help so much if the monster is tossing you around like a rag doll (not a flame, just trying to help).
That said your question is too broad as you are asking about sets for 4 weapons (none of which are remotly related), I suggest you ask specifically for advice for 1-2 weapons and you should get better responses. I lance, alot, so I would suggest:
Guard + (a MUST for lance and gunlance)
Guard up (only for monsters with unblockable attacks)
Evade + (depends on play style, I run this with gunlace when I can, with lance I just counter everything)
Razor sharp (early game)
Handicraft (for late game if you can afford it on the right weapon)
Sharpener (if you can't get razor)
Artillery (a MUST for gunlance)
AUx (nice to have)
Potential (when you know what your doing the attack stacks with this are nasty)
Awakening is getting alot of attention because of a perceived "brokenness" of slime but after many hours of game play I have to say I am unconvinced. My slime gunlance will indeed kill monsters quicker but the margin is slim enough where I cannot justify having it (Artillery is MUCH better).