You will only get a set bonus for the head, shoulder, chest, glove, or leg slots. The other slots are purely for shuffling your secondary stats or cosmetic purposes to obtain the transmog. Technically all of those slots are “tier,” but only some have the bonus.
The applicable slots are helms, shoulders, cloaks, chests, bracers, gloves, belts, legs, and boots. Note that the 2-piece and 4-piece set bonuses will only be on the helms, shoulders, chests, gloves, and legs.
You can see all the stats for your class tier pieces on this post: