Just wanted to add to DeltaJFord's awesome guide.......I found an awesome detailed guide written by burqawitz in Neoseeker explaining in great detail how to kill ALL of the main orcs to get ALL of the legendary sets!!! Even how to easily kill the Lawless!!http://www.neoseeker.com/middle-earth-shadow-of-war-the-blad...
Update: I felt I needed to add this because Snowflake
was the hardest orc to find!! It took me quite awhile to find the mission start.
From the fast travel point to the right of the "mission start icon", turn right and double jump, there is a caragor cage on the right of a well hidden entrance into the mountain. On your mini map, you should see a narrow pathway, its a little bit to the right of it.
Hope this helps someone!!