Is there a Collector that collects to an order-preserving Set?

Collectors.toSet() does not preserve order. I could use Lists instead, but I want to indicate that the resulting collection does not allow element duplication, which is exactly what Set interface is for.

You can use toCollection and provide the concrete instance of the set you want. For example if you want to keep insertion order:

Set<MyClass> set = myStream.collect(Collectors.toCollection(LinkedHashSet::new));

For example:

public class Test {    
    public static final void main(String[] args) {
        List<String> list = Arrays.asList("b", "c", "a");

        Set<String> linkedSet = 
            list.stream().collect(Collectors.toCollection(LinkedHashSet::new));

        Set<String> collectorToSet = 
            list.stream().collect(Collectors.toSet());

        System.out.println(linkedSet); //[b, c, a]
        System.out.println(collectorToSet); //[a, b, c]
    }
}