I have different tournament sets. Each plays with a different structure. Only a true master can win on every set, as different tournament structures (should) alter how you play the tournament. Having different sets (instead of one set and continually changing structures) gives players the feeling of travelling to different casinos, with the convenience of only going to one place.
And as others have mentioned, different sets from different manufacturers. Now if a friend is contemplating buying a set, they know they can come to my house and get the feel of a dozen different types of chips. Get some play time on them, which is much better than buying a small stack of samples.
Finally, I have 9 different setups of cards (in rotation, many more out of rotation). May as well have different chips too.
...and cut cards
...and buttons
...and card protectors