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I pretty much agree with what Boondock said.
If I flop a set, I look for possible draws -- straights and flushes. If I see two cards to either of these draws on the flop, I will try to finish it here with a bet larger than the pot.
But if I don't see such a draw possible, I will usually check or call to the turn. On the turn, I will almost always try to finish it with a huge bet. I have been outdrawn when flopping a set too many times to not try to take it down as soon as possible.
Again, as Boondock said, other factors play into these decisions and nothing is ever concrete. For example, if there was a pre-flop bet, the bettor and any callers possibly have pocket pairs and may also flop a set, so be cautious of higher trips if yours is not the highest possible on the flop.
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