I need a way of storing sets of arbitrary size for fast query later on. I\'ll be needing to query the resulting data structure for subsets or sets that are already stored.
If I understand your needs correctly, you need a multi-state storing data structure, with retrievals on combinations of these states.
If the states are binary (as in your examples: Has milk/doesn't have milk, has sugar/doesn't have sugar) or could be converted to binary(by possibly adding more states) then you have a lightning speed algorithm for your purpose: Bitmap Indices
Bitmap indices can do such comparisons in memory and there literally is nothing in comparison on speed with these (ANDing bits is what computers can really do the fastest).
http://en.wikipedia.org/wiki/Bitmap_index
Here's the link to the original work on this simple but amazing data structure: http://www.sciencedirect.com/science/article/pii/0306457385901086
Almost all SQL databases supoort Bitmap Indexing and there are several possible optimizations for it as well(by compression etc.):
MS SQL: http://technet.microsoft.com/en-us/library/bb522541(v=sql.105).aspx
Oracle: http://www.orafaq.com/wiki/Bitmap_index
Edit:
Apparently the original research work on bitmap indices is no longer available for free public access.
Links to recent literature on this subject: