#If someone could be so kind as to show me an example of how to have the print results below downloaded into a new table and field, I would be forever greatful. Thank You

import arcpy

import sets

a = set(r[0] for r in arcpy.da.SearchCursor("Primary", "Data1"))

b = set(r[0] for r in arcpy.da.SearchCursor("Set1", "Data1"))

c = set(r[0] for r in arcpy.da.SearchCursor("Set2", "Data1"))

print "Missing From others: {}".format(", ".join(sorted(a-b-c)))

import arcpy

import sets

a = set(r[0] for r in arcpy.da.SearchCursor("Primary", "Data1"))

b = set(r[0] for r in arcpy.da.SearchCursor("Set1", "Data1"))

c = set(r[0] for r in arcpy.da.SearchCursor("Set2", "Data1"))

print "Missing From others: {}".format(", ".join(sorted(a-b-c)))

Just to confirm, I think you are trying to print all values that occur in the field "Data1" from "Primary" that do not occur in the "Data1" fields from "Set1" and "Set2". I'd simplify your last line to something more like:

Are you also trying to get the 'Missing' data to a new table? If so, what type of table? (for example, '.csv' file)

Let me know if I misunderstood in any way.