I love this discussion, a busy schedule has prevented me from weighing in earlier. In the vein of being biased towards something I own, I'd like to propose an option that meets the definition many are proposing and predates N167 and the many tobacco sets that would follow. Let's just say I'm proposing an early set for honorable mention.
In the spring of 1886 Tomlinson Studio would issue cards of the Detroit baseball club. These cabinets were offered for public sale starting April 28th, 1886 (Detroit Free Press announced that they could be purchased at Tomlinson Studio). The cabinets featured personalized mounts that included the players name and position. Every player was available in portrait and action pose (most players have more than one action pose). Later Tomlinson cabinets (1887 & 1888), team cabinets in particular, were offered for sale nation wide.
Here is a sample of a few 1886 cabinets I had recently posted to another thread (three players that would remain good friends in retirement - Lady Baldwin, Sam Thompson, and Charlie Bennett).