Not sure who plays 25NL and who doesn't, but a 2.25 raise in this spot is not really that extreme. My standard raise at the 25NL tables is 1.5, oftentimes I raise 2 or as much as people are willing to call. Nothing wrong preflop, in my opinion.
Checking the flop is a bad idea. Don't do that. When you flop a set don't go into auto-slowplay; the hand is not locked and on this board it's dangerous to give a free card.
So on the turn you wake up and decide - oh crap, maybe I should've bet, so why don't I bet? And you bet not even half the pot. He's getting too good odds. Either bet strong here or check (my preference is to bet strong).
The river bet is also bad. Think about the hands that call you here. Straight and low flushes probably call. High flushes raise you (I hope to God you were planning on folding to a raise). A set might call. Two pair if they're a complete donk. Almost every hand that calls you beats you. So why bet?
On the other hand...the merits of checking....if he's a perpetual bluffer he may bet into you, which you can call depending on the bet (I doubt I would call here unless he was a known maniac, which judging from this hand, he isn't). If he's a weak player (= most players at this level) he'll check behind with almost anything but a high/possibly low flush. In which case you fold if he bets.

The moral of the story: don't give free cards. The turn and river were unfortunate cards for you. And you did get outdrawn quite horribly, I'm afraid. But there are more profitable ways of dealing with the situation instead of acting one street too late on almost every round