Does anyone know what kind things can be done with the Blender.Set function.

All that I’m told is this…

print Blender.Set.__doc__
(request, data) - Update settings in Blender

(request) A string indentifying the setting to change
        'curframe'      - Sets the current frame using the number in data

Are there any more request strings available than just ‘curframe’?

no, the only request is “curframe”