Just before you ditch bags forever, there is a particular case in which bags (and also lists) are much more performant than sets. For a collection with inverse="true" (the standard bidirectional one-to-many relationship idiom, for example) we can add elements to a bag or list without needing to initialize (fetch) the bag elements! This is because Collection.add() or Collection.addAll() must always return true for a bag or List (unlike a Set). This can make the following common code much faster.

Parent p = (Parent) sess.load(Parent.class, id);
Child c = new Child();
c.setParent(p);
p.getChildren().add(c);  //no need to fetch the collection!
sess.flush();