Requested feature overview description.
I suggest to add a keyboard shortcut to open the add to set interface, and/or automatically add to a given set. A rather extreme version would be to let users pick a set to add to and let them have a shortcut for each, but it would be easier to just use the latest set or open the interface.

Why would it be useful?
When compiling sets, it is hard to use the "add to set button", since you have to scroll down past tags a variable amount depending on how many tags there are. Why not use the search page? Images are too small to judge from it, and can be misclicked (misclick could be fixed by adding back the undo button, but thats not the topic of this). A shortcut similar to the shortcuts used for favoriting would be ideal.

What part(s) of the site page(s) are affected?
Post pages and the Keyboard shortcuts page would need to be updated.

On a related on keyboard shortcuts, adding a setting to allow shortcuts over flash content would be handy