The need for such a Set seems to come up much more often than the List. My preferred way to handle it would be to simply add a makeSet() method to MapMaker (it would complain if you had already used weakValues() or softValues()), though some find it too odd to use a map maker to make a set, and prefer that we create a separate class called SetMaker.
For now, you can use MapMaker and pass the result to java.util.Collections.newSetFromMap() (jdk 6) or com.google.common.collect.Sets.newSetFromMap() (jdk 5).
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Kevin Bourrillion @ Google
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