The main (and only decently defined) "set" I'm working on is a type set of the 1 kopek denomination; date range is 1535-2009 (starting with the so-called "sword kopek" of young Ivan IV, minted 1535-38, which I consider the earliest type that can be honestly called "kopek", and ending with the current Russian 1 kopek coin discontinued in 2009).
As it currently is, I seem to have all reasonably common non-silver types, and a few of the silver ones (three to be exact - had two more but lost them).
As such, what I'm missing could be divided in three general categories:
Category 1. Coins that are reasonably common (and are unlikely to cost me over, say, $10), but I just haven't got any yet (and/or used to but managed to lose).
This includes almost all main silver kopek types that I don't have yet; specifically, coins from the reigns of False Dmitry (I), Vasily Shuisky, Mihail Feodorovich, Alexey Mihailovich, Peter I, and likely Feodor III and Ivan V (I don't know much about these yet), as well as Swedish Novgorod (I used to have one of these, but lost it recently, and it was in ridiculously low grade anyway). False Dmitry might actually be in the next category (I haven't seen a lot of his coins for sale lately).
Category 2. Coins that are unquestionably separate types minted for circulation, but are rare enough that they would probably be expensive for me (as in $20+).
This includes the so-called "cloud" (1750s), "ring" (1800s), and Siberian kopeks, as well as young Ivan IV (1530s "sword kopek") and Vladislav (1610-1612) silver types; the lesser reigns of the Time of Troubles attributed by particular die* pairings (such as Feodor II) are either this or the next category (actually, most of these just aren't something I would consider separate types).
Category 3. Coins that might be separate circulation types but could just count as patterns (I'm of course not including patterns, there's far too many of them and they're all far too expensive).
This includes the 1762 "drums" issue of Peter III (I know the 4 and 10 kopek coins from these series were real circulation coins, I just don't know about the 1 kopek), the 1796 "dots" issue of Catherine II and the 1724 "rectangle" issue of Peter I (as well as, possibly, some of the silvers listed in the previous category).
...I'd say that my set will be fully "complete" when I finish the first two categories minus the "lesser rulers" (that aren't their own types - False Dmitry I and Vladislav are, but everyone else just made some combination of existing names) and plus whatever of the third category turns out to not be a pattern after all (in order of more to less likely, 1724, 1762 or 1796).
Realistically, sometime in this May or June I'll probably get most of the common silvers, and maybe the "cloud" or Siberian copper if I get enough money from somewhere; by the end of 2013 I expect to have all the named silvers except for one or two of the "unknown" reigns (False Dmitry, Vladislav, Feodor III, Ivan V), and either a "cloud" or a Siberian copper, if not both (the remaining "ring" type seems to have prices of at least $200 in any reasonable grade). That still won't make my set "complete" in any meaningful way, but at least it will leave it without any ridiculous gaps

(I mean, seriously, I don't seem to have a single type from the entire 17th century).
Oh, and upgrades? Well, I might consider upgrades for the more awful "common" examples (Elisabeth, Catherine II, *shudder* Ivan IV - the last two were actually among the first coins I bought for this set, back when I wasn't aware of their actual values, so they're the first ones to be upgraded as soon as I can) when I have the sort of money that would make me able to buy one of the rarer coins (most of my current coins in this "set" were for $5 or less - some for less than $2 (and a few for under $1, but they're all already decent enough not to be upgrade candidates) - and could probably easily be upgraded significantly for under $10 per coin).
...Okay, this was a ridiculously long wall of text. Sorry. In short: yes, I have a decent idea of what I need for a "complete" set, but I'm fairly sure that I'll never finish it anyway because there's just too many very rare and expensive types (at least I have distanced myself from the sheer quagmire that is Russian coinage before unification...)
*) well, hub, technically