$S=\{p\in \mathbb{Z}^+ : p\ \text{is prime and some condition on}\ p\}$ s.t. $\sum\limits_{p\in{S}}\frac{1}{p}\neq\infty$
Here's an example with a simple explicit condition on $p$.
$$
S= \{p \in \mathbb{Z}^+ | \text{$p$ is prime and there is an $n\in\mathbb{Z}$ such that $2^{n^2-1} \leq p \leq 2^{n^2}$} \}.
$$
It is known that there is always a prime between $k$ and $2k$ for each $k\in\mathbb{Z}$. Thus the set is infinite. [Wikipedia]
It is also known that there is a constant $C$ such that the number of primes smaller than an integer $x$, denoted by $\pi(x)$, is less than $C\frac{x}{\ln x}$. [Wikipedia]
Now we can get a very crude upper bound: Because the number of primes between $2^{n^2-1}$ and $2^{n^2}$ is less than $\pi(2^{n^2})$ and their reciprocals are less than $\frac{1}{2^{n^2-1}}$, we get
$$
\sum_{p\in{S}}\frac{1}{p} \leq \sum_{n\in\mathbb{Z}^+} \frac{1}{2^{n^2-1}} \pi(2^{n^2}) \leq \sum_{n\in\mathbb{Z}^+} \frac{1}{2^{n^2-1}} C\frac{2^{n^2}}{\ln 2^{n^2}} \leq \sum_{n\in\mathbb{Z}^+} \frac{2 C}{\ln 2} \frac{1}{n^2} = \frac{2 C}{\ln 2} \frac{\pi^2}{6}.
$$