Early to mid-game, don't worry about sets, worry about stats. However, if you have a hard time keeping your guys alive, then yes, do go with Lifesteal. Dragon being the easiest dungeon to farm, it will be the most available set to you. 

What I do when I want to gear a damage dealer in a 4-piece set is I find Weapon, Helmet, Shield and Chest from that set, then find the best gloves and boots I can find. Find boots with Speed as main stat, and decent substats (Crit rate, crit damage, tank stats etc.) and gloves with Crit Rate stats. The rest of Lifesteal pieces, look for crit rate, crit damage, speed, ATK% and tanky stats.

Thank you,

Yeah, I'm already doing the "don't worry about sets, worry about stats" at least for speed on boots 24/7, I just think that the Lifesteal set is kinda important at least on my stage on some occasions like extracting some more toughness on some Faction Wars setups

I'd presume to simply use the set you get with her. Especially if you have limited artifact options. :)

If you are lucky enough to got good artifacts, you can do so. My armour and boots had flat hp main stat, you don't want items like this on a champ.

Yeah, as long as you put good stats on her, she'll serve you in Arena, as well. 

I didn't get any set with her

You did not get 6 items from savage set as daily log-in reward the last six days before you got Rhonda?

i

So I didn't get it either but I logged in every day for the past week

So, if Ronda is your first login champ then you should be getting the starter lifesteal with her. 

If not, you should be getting the savage that is shown in the picture above. If you are getting neither, please open a support ticket. 

I love Ronda in arena.  She runs out there and throws punches.  Their heads bounce like they are bobble heads.  Makes me smile every time.