The Rathian set isn't all that bad, it has a nice defense and gives you a health boost as well as some protection against poison. The only items you may have trouble getting are Dragonite Ore & Monster Bone+. For the ore it's best to mine in the Volcano area or an upgraded Pokke mine, and for the Bone+ the *** Guild Kut-Ku will drop them on occasion as well the Cephalos quest may give it as a reward. Also, you can opt for the Rathian Cap instead of the Helm, which has a lower defense but better elemental protection and an extra slot.