If you only need to get list of unique values, you can just use unique
method.
If you want to have Python's set, then do set(some_series)
In [1]: s = pd.Series([1, 2, 3, 1, 1, 4])
In [2]: s.unique()
Out[2]: array([1, 2, 3, 4])
In [3]: set(s)
Out[3]: {1, 2, 3, 4}
However, if you have DataFrame, just select series out of it ( some_data_frame['<col_name>']
).
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