Use manipulatives or physical objects. Eleven- and 12-year-olds are still primarily experiential learners. They will grasp the concepts best when they can see, touch and manipulate objects. Get a good set of attribute logic materials, and/or use ordinary objects in the classroom, school, playground or home. You can make (or have your students make) attribute material out of foam sheets. Just cut large, medium and small of each of three shapes in three colors each. Several pieces can be glued together to provide "thick" and "thin" pieces also. Long shoelaces can be tied together to make borders enclosing the sets.
Teach the vocabulary and use the vocabulary in other subjects as well. For instance, you can use the concept and term "set" and "belong to" in science when discussing animals that belong to a particular class, order or species: "Frogs belong to the set of amphibians."
Explain the basic terms, relationships and operations by using the students themselves as illustrations. Define the set of your classroom and make subsets (red shirts, boys, lefties, etc.), show intersections of sets (red shirts on the left, boys on the right, red-shirt-wearing boys in the middle). Have the students find sets, subsets and intersections of sets using other students or objects in the room.
Show students the symbols and Venn diagrams for sets and their basic operations by having the students design and make a bulletin board using markers and construction paper. The display should be in a location where parents can easily see it. The use of symbols prepares students for algebra.
Assign each student to "teach" a lesson to his parents covering the material you have presented. Lack of parental understanding doomed set theory thirty years ago; make sure you have good parental support. Some of your students' parents would have been exposed to set theory, so getting the parents on board should be possible.