Right now I am taking a class in set theory, The professor in many cases draw a diagram,pic or anything which help you intuitionally understand the material better.
What was surprised me many (at least three) textbook of the Set Theory that I have been looking at it do not have diagrams or any other visual illustrations which help you understand better.
I asked my Professor if he could recommend to me, and his answer is NO. He said there is no Set Theory Textbook which include diagrams or other visual explanations which help improve your intuition about the subject. He even told me that this is the reason that till now he have no favorite textbook for his class, and why each year he chooses a different one.
Edit:- I am using the book ( Set Theory by Andras Hajnal, Peter Hamburger). This book introductory to set theory but even there is no one Diagram or any other visual explanation.