A prototypical example is when the set $\{A_\lambda\}$ is some equivalence class. For example, suppose it is the class of all polynomial expressions (composed of $0,1,+,*,x$) that are provably equal by ring axioms, e.g. $\: x\:(x + 1) = x*x + x\:$ (or, semantically, equal if they are ring identities, i.e. true when evaluated in any ring). Using the ring axioms, we can prove that every polynomial is equivalent to one in normal form $c_0 + c_1\:x+\cdots+c_n\:x^n\:$. Then we can define the polynomial ring $\mathbb Z[x]$ to be the set of these normal forms (vs. set of equivalence classes), and the induced ring operations are well-defined on the normal forms, the ring axioms are satisfied, etc (cf. here).
This is rigorous because the normal forms really denote their associated equivalence classes, and everything works fine at the equivalence class level. One is simply transporting the ring structure from the set of equivalence classes to a complete system of normal form representatives.
There are various reasons one might prefer working with normal forms vs. equivalence classes. First, they are more concrete. Thus modular arithmetic in $\mathbb Z/m$ is more concrete via normal form reps $i\in \{0,1,\cdots,m-1\}$ vs. cosets $\:i + m\:\mathbb Z.\:$ Further, normal forms facilitate effective algorithms, e.g. for deciding equality ("word problem"), e.g. reduce polynomials to normal form and compare their coefficients. Finally, normal forms may help one forget internal (constructional) structure that we wish to abstract away from when viewing the set as an abstract algebraic structure (here a ring).
Remark $ $ From an algebraic perspective it's crucial to forget about any internal
structure possessed by the elements of the structure. Such internal
structure is an artefact of the particular construction employed. Such
representational information is not an essential algebraic property. It
matters not whether the elements are represented by sets or not, or by
sequences, matrices, functions, differential or difference operators, etc. Instead, what matters are
how the elements are related to one another under the operations of
the structure. Thus the isomorphism type of a ring depends only upon its
additive and multiplicative structure. Rings with the same addition and
multiplication tables are isomorphic, independent of whatever 'names',
representations or other internal structure the elements might possess.
Andy Magid emphasizes this nicely in his Monthly review of Jacobson's
classic textbook Basic Algebra I. Here is an excerpt:
This reviewer will not attempt a definition of this essence of
algebraic thought. But perhaps the reader will excuse a little soft
speculation. Algebra seems to be about the holistic properties of
collections of things which, while they have no independent status,
derive their significance from the relations and operations that exist
on the collection as a whole. It makes little difference that the
elements of our ring, say, are matrices, or differential operators, or
formal linear combinations of group elements; in fact it can even be a
positive hindrance to think of them that way. For example, consider the
groups of Galois theory: it is vital, in the end, to think of these
groups as groups of substitutions in the roots of the equation being
examined, but the technical problems which would attend an attempt to
prove the criterion for solvability by radicals while working exclusively
within this particular representation would be enormous. Far better to
ignore the nature of the elements and to think of the group as a thing
in itself. To take another example: the notion that the cosets of a
normal subgroup of a group, while they have intrinsic meaning as subsets
of the original group, are best thought of as unities, as elements of a
new group, the quotient group, is often the pons asinorum of the Basic
Algebra course. Those who cross it successfully usually do learn to
think algebraically. It is probably unfair to claim this thought mode -
ignoring the essence of elements of a structure and focusing on their
relations - as exclusive to Algebra. This is the basis of much modern
abstraction, and not only in mathematics; see for example [Piaget:
Structuralism]. But Algebra does seem to appear whenever structures
dominate a piece of mathematical thought.
-- Andy Magid, Amer. Math. Monthly, Oct. 1986, p.665
-- excerpt from a review of Nathan Jacobson: Basic Algebra I