Maximize your (Q) first, (W), then your (E).
Be aware of Sett's passivity whenever he is attacking automatically. You should watch his pace and try not to reset your auto attacks too often if you are involved in a long fight, as you will limit your damage output.
You can use your ultimate ability to climb walls, so if you see an opportunity to transport enemies to your allies, go for it!
Your ultimate can also be used to bridge the gap between you and the enemy team. This is especially useful since you have limited mobility as a Sett, so don't be afraid to jump every now and then if you are strong enough.
Try placing auto attacks between your abilities to maximize damage.
Avoid using your (W) to push unless you see a particularly juicy opportunity. It's an absolute game changer in a fight and you don't want it to get cold when you take it down.