Bindings of Elements - Strat - Random Drop
Boots of Elements - BRS - Highlord Omokk / Urok Doomhowl
Coif of Elements - Scholo - Darkmaster Gandling
Cord of Elements - BRS - Random Drop
Gauntlets of Elements - BRS - Pyroguard Emberseer
Kilt of Elements - Strat - Baron Rivendare
Pauldrons of Elements - BRS - Gyth
Vest of Elements - BRS - General Drakkisath

This set is mostly just to get The Five Thunders, it's lacking in mana per five and +healing for a healer set, +spelldamage for elemental, and +agi/str/crit/AP for enhancement... Random blues from the tier 0 instances and Dire Maul is pretty much superior to any of these pieces.

This is the Shaman Dungeon 1 set, collected in 60th instances pre-tbc. They are used to upgrade to Dungeon 2, and the other sets are:

https://vanillawowdb.com/?itemset=181 Magister's Regalia - Mage (Cloth)
https://vanillawowdb.com/?itemset=182 Vestments of the Devout - Priest (Cloth)
https://vanillawowdb.com/?itemset=183 Dreadmist Raiment - Warlock (Cloth)
https://vanillawowdb.com/?itemset=184 Shadowcraft Armor - Rogue (Leather)
https://vanillawowdb.com/?itemset=185 Wildheart Raiment - Druid (Leather)
https://vanillawowdb.com/?itemset=186 Beaststalker Armor - Hunter (Mail)
https://vanillawowdb.com/?itemset=187 The Elements - Shaman (Mail)
https://vanillawowdb.com/?itemset=188 Lightforge Armor - Paladin (Plate)
https://vanillawowdb.com/?itemset=189 Battlegear of Valor - Warrior (Plate)

REMEMBER: These don't have class restrictions. You can use any that you can, but the stats are tuned to the particular classes. You also require your class's set before upgrading to Dungeon 2.

As of Patch 4.0.3a (Cataclysm), this set along with all Dungeon 1 sets from the WoW-Classic era have been removed. The bracers, belt and gloves were BoE, so with luck you might find pre-Cata WoW players selling those on the AH.

If you crave the look of this set, you can still get a re-colored version from Burning Crusade non-heroic dungeons:

Head - https://vanillawowdb.com/?item=25955 Mask of the Howling Storm from https://vanillawowdb.com/?npc=18344 Nexus-Prince Shaffar in https://vanillawowdb.com/?maps=3792 Mana-Tombs
Shoulders - https://vanillawowdb.com/?item=25947 Lightning-Rod Pauldrons from https://vanillawowdb.com/?npc=18343 Tavarok in https://vanillawowdb.com/?maps=3792 Mana-Tombs
Chest - https://vanillawowdb.com/?item=24357 Vest of Living Lightning from https://vanillawowdb.com/?npc=17941 Mennu the Betrayer in https://vanillawowdb.com/?maps=3717 Slave Pens
Wrist - None
Hands - https://vanillawowdb.com/?item=27428 Stormfront Gauntlets from https://vanillawowdb.com/?npc=17862 Captain Skarloc in https://vanillawowdb.com/?maps=2367 Old Hillsbrad Foothills
Waist - https://vanillawowdb.com/?item=24388 Girdle of the Gale Storm from https://vanillawowdb.com/?npc=17381 The Maker in https://vanillawowdb.com/?maps=3713 Blood Furnace
Legs - https://vanillawowdb.com/?item=24046 Kilt of Rolling Thunders from https://vanillawowdb.com/?object=185168 Reinforced Fel Iron Chest in https://vanillawowdb.com/?maps=3562 Hellfire Ramparts
Feet - https://vanillawowdb.com/?item=25941 Boots of the Outlander from https://vanillawowdb.com/?npc=18341 Pandemonius in https://vanillawowdb.com/?maps=3792 Mana Tombs

Happy hunting.