I wrote a program recently called Setdown that does Set operations from the cli.
It can perform set operations by writing a definition similar to what you would write in a Makefile:
someUnion: "file-1.txt" \/ "file-2.txt"
someIntersection: "file-1.txt" /\ "file-2.txt"
someDifference: someUnion - someIntersection
Its pretty cool and you should check it out. I personally don't recommend using ad-hoc commands that were not built for the job to perform set operations. It won't work well when you really need to do many set operations or if you have any set operations that depend on each other. Not only that but setdown lets you write set operations that depend on other set operations!
At any rate, I think that it's pretty cool and you should totally check it out.
Note: I think that Setdown is much better than comm simply because Setdown does not require that you correctly sort your inputs. Instead Setdown will sort your inputs for you AND it uses external sort. So it can handle massive files. I consider this a major benefit because the number of times that I have forgotten to sort the files that I passed into comm is beyond count.