I work with designers often, and while I can't speak from their point of view, I have observed some trends from my icon designing friends:

- You want to design multiple sets, if for no other reason than to give people multiple ways to find you. You don't necessarily have to create a brand new site for each icon set, but it doesn't necessarily hurt either. Each of those pages should cross-link to the other sets and/or a master portfolio site.

- Aside from the sale of the icon sets themselves, I've seen a number of icon designers contacted for creating icons that don't exist. If I'm building an app, I might need a 'battery depleted' icon or a 'the app is ready' icon that doesn't exist. Make sure you have a way to be contacted for this, and publish that you offer it as a service (if you do).