Diablo 2: Sigon's set

Oy. Whjere should I hunt for Sigon’s Complete Steel set? Secondarily, do I have a snowball’s chance in heck of actually getting it?

You hunt for it whereever you hunt for anything else, and you will eventually get it. However, you will not get it in time for the character who finds it to actually have any use for it. If you have some means of transferring items between characters, and you intend to make another character, it makes a great hand-me-down, being available at level 6 (or more realistically, 9 or 10, given the strength requirements). Also good for this purpose are Cathan’s jewlery (two rings and the amulet, but none of the rest of the set) and Civerb’s Cudgel for warriors or Civerb’s amulet and shield for casters (but not the entire set for anyone).