Let's not forget that trusty old into lets you take anything seqable (list, vector, map, set, sorted-map) and an empty container you want filled, and puts it into it.
(into [] '(1 2 3 4)) ==> [1 2 3 4] "have a lazy list and want a vector"
(into #{} [1 2 3 4]) ==> #{1 2 3 4} "have a vector and want a set"
(into {} #{[1 2] [3 4]}) ==> {3 4, 1 2} "have a set of vectors want a map"
(into #{} [{1 2} {3 4}]) ==> #\{\{1 2} {3 4}} "have a vector of maps want a set of maps"
into is a wrapper around conj, which is the base abstraction for inserting new entries appropriately into a collection based on the type of the collection. The principle that makes this flow so nicely is that Clojure is build on composable abstractions, in this case into on top of conj on top of collection and seq.
The above examples would still compose well if the recipient was being passed in at run time: because the underlying abstractions (seq and conj) are implemented for all the collections (and many of Java's collections also), so the higher abstractions don't need to worry about lots of special data-related corner cases.
There is no need to convert a vector to a list. Clojure will treat a vector as it would treat a list - as a sequence - when a sequence is required. For example,
user=> (cons 0 [1 2 3])
(0 1 2 3)
If you need to make sure that the vector is being treated as a sequence, wrap it in seq:
user=> (conj [1 2 3] 0) ; treated as a vector
[1 2 3 0]
user=> (conj (seq [1 2 3]) 0) ; treated as a sequence
(0 1 2 3)
If you have a vector of maps, and you want a set of maps, it doesn't matter that the vector holds maps. You just convert the vector to a set as usual: