Leghorns are the classic example of a non-setting bird. You're right about that.
I can't think of the names of others off-hand, but if you go to any of the large hatchery websites, their on-line version of catalogs will tell which are non-setters and which tend to go broody and 'make good mothers'. For example, try McMurry or Meyer.
-maureen
Edit: maybe Brown Leghorns, Black Star, Golden Buff/Comet. But I'm not an expert.