Yeah, there's a whole bunch of sets.
Each set has it's own Amber, Black, and Sienna location.

You can not start searching for them until you reach level 30. At level 30, you can find your black, amber and sienna.

You can actually USE your amber at level 30. You can zap with your sienna at level 32, and your sleek black at level 35.

So let's say I find my wands in these locations.

Amber:Market Square in a chest
Black:On Tarus
Sienna:An elven noble in Aldevari

That's a set, it's not randomly generated or anything. If another character finds his Sleek Black on Tarus, he will find his sienna and amber in the same places I do. They are built in to the game.

I was assigned this set at character creation. My sleek wands will ALWAYS be in these places. I will not find sleek wands in any other locations.

So let's pretend I found this entire set with my last character. And by some stroke of luck I happened to find my amber in the same spot as I did with my previous character. This means I have the exact same set, my black and sienna are going to be in the exact same place. All the sets are like this, so if you can find at least one of your wands, you could ask another character where you might find your others, and they might exactly where they are, if they've had that set before.