Set bonuses are huge but they don’t really come into their own until Dream of the Wise and Nioh. Things do start to get spiced up in Dream of the Demon, you’ll just be looking to replace your Divine graces with Ethereal ones once you hit Wise.
IMO, Wise is where builds really take off since you have access to the Ethereal graces which are really impactful. That being said, as an Onmyo user something like Onmyo Austerity can really make a difference. Having Devigorate-lite on hit is pretty huge. You’re talking about a 30% damage reduction enemies can do with a lot of uptime. Once you hit Nioh, this set gets spiced up even further with Empowered Onmyo which can really change the way you approach the game as a caster (Tsukuyomi has it as well).