If you are interested in learning about the AutoCAD Sheet Set Manager (and who isn't?!), you can view the Sheets Happen course that I taught at Autodesk University 2006. You'll have to register with AUOnline and then log in using your name and password. After you log in, you'll see a link to "View the Screencast" on the right side of the page.
Between the screencast and the document, there is no reason NOT to implement sheet sets! Afterall, whether you like it or not, sheets happen!