You've made it to at least level 60 and past the Molten Core and Blackwing Lair, and need a new challenge. The next major set is the Tier 3 raid set that is collected in Naxxramas. The set is collected in a different way than the previous sets though. The bosses in Naxxramas do not drop the items themselves, instead they drop tokens that can be turned in (along with other items) to the NPC's in Light's Hope Chapel.

You can check it all out here: Tier 3 Armor Set Information.