The sets which have had their bonuses changed are:
Scout (The Special Delivery- Shortstop, Mad Milk, Holy Mackerel): Formerly +25hp, shortstop now provides +20% healing.
Soldier (The Tank Buster- Black Box, Battalion's Backup): Formerly 20% sentry resistance. Backup now provides 50% sentry resistance when the buff is active.
Pyro (The Attendant- Degreaser, Powerjack): Formerly +10% speed, 10% bullet vulnerability. Powerjack now provides +15% speed, +20% vulnerability when active.
Heavy (The Hibernating Bear- Brass Beast, Warrior's Spirit): Formerly +5% crit resistance. Doesn't even provide a calling card now.
Demoman (The Expert's Ordnance- Loch and Load, Ullapool Caber): Formerly 10% fire resistance. Doesn't even provide a calling card now.
Engineer never actually had a set bonus.
Medic (The Medieval Medic- Crusader's Crossbow, Amputator): Formerly +1hp/sec. Amputator now provides +3hp/sec while active.
Sniper (The Croc-o-Style kit- Sydney Sleeper, Darwin's Danger Shield, Bushwacka): Formerly provided immunity to headshots. Shield now provides bullet resistance.
Spy (The Saharan Spy- L'Etranger, Your Eternal Reward): Formerly provided silent decloaking and longer cloak blink time. Now provides particle effects on taunt.