How do I query for a Set<MyObject> using DBUtils?

Looking over the DBUtils API docs, I cannot see if it's possible to query for a Set.

Which implementation of ResultSetHandler i should use for query Set of objects?

I don't think there is a default implementation for Set. You can create a generalized handler for Set as shown below.

public class SetHandler<T> implements ResultSetHandler<Set<T>> {
    private final RowProcessor rp = new BasicRowProcessor();
    private final Class<T> type;

    public SetHandler(Class<T> type) {
        this.type = type;
    }

    @Override
    public Set<T> handle(ResultSet rs) throws SQLException {
        Set<T> set = new HashSet<>();
        while (rs.next()) {
            set.add((T) this.rp.toBean(rs,type));
        }
        return set;
    }
}

One down side is that toBean method tries to find ResulSet Column-Bean Property mapping for every row in the ResultSet where as toBeanListmethod(used by BeanListHandler) find this mapping only once per list.

There is a BeanMapHandler which returns HashMap and it internally uses toBean method and hence I think for Sets/Maps we have to rely on toBean method or write a custom RowProcessor.