I don't know the name of this place, but if you walk into Chinatown under the arch, it is about a block and a half up on your left. Currently it has scaffolding in front of it. You know you have the right place if there it a smoking fountain just as you enter and there is lots of incense to your right. Head to the back and to the left - lots of pottery and sake items. You can buy a set all together, or you can put together component pieces yourself from their selection.
If you can't find this place, go into almost any other store (except the Hello Kitty place) and they should have sake sets.
Have fun looking!