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I have been sewing for many years now! I used to get so frustrated trying to add set in sleeves until I came across this helpful tip; first stitch with regular stitch length from underarm area of sleeve to the notch.
Raise your needle, then lengthen stitch length as long as it will go. Now stitch to the notch on the other side of sleeve underarm, then raise needle again and put stitch length back to normal. Finish sewing to the other edge of underarm. This stitching should be 1/2 inch from armhole edge. Next pin sleeve to armhole "before" sewing side seams. Ease from shoulder seam down, by using a pin or needle and pulling up a single thread and easing toward the underarm edges. When stitching, be careful to keep easing even.
"Sleeve styles that are popular vary with fashion. Sleeves may be set-in, raglan, kimono, dolman, etc., etc. But whatever the style, there are some guidelines that will help you determine how the sleeve should look. The most popular style sleeve is the plain set-in sleeve. It fits into the bodice with no apparent fullness, even though the sleeve is always larger than the armhole." - College of Agriculture and Home Economics New Mexico State University