The SET command is used to change the value of the many internal settings that affect the operation of SQL*Plus:

SET APPI[NFO] {OFF|ON|app_text}
    ARRAY[SIZE] array_size
    AUTO[COMMIT] {OFF|ON|IMMEDIATE|statement_count}
    AUTOP[RINT] {OFF|ON}
    AUTORECOVERY {OFF|ON}
    AUTOT[RACE] {OFF|ON|TRACE[ONLY]} [EXP[LAIN]] [STAT[ISTICS]]
    BLO[CKTERMINATOR] block_term_char
    BUF[FER] {buffer_name|SQL}
    CLOSECUR[SOR] {OFF|ON}
    CMDS[EP] {OFF|ON|separator_char
    COLSEP column_separator
    COM[PATIBILITY] {V7|V8|NATIVE}
    CON[CAT] {OFF|ON|concat_char}
    COPYC[OMMIT] batch_count
    COPYTYPECHECK {OFF|ON}
    DEF[INE] {OFF|ON|prefix_char}
    DOC[UMENT] {ON|OFF}
    ECHO {OFF|ON}
    EDITF[ILE] edit_filename
    EMB[EDDED] {ON|OFF}
    ESC[APE] {OFF|ON|escape_char}
    FEED[BACK] {OFF|ON|row_threshold}
    FLAGGER {OFF|ENTRY|INTERMED[IATE]|FULL}
    FLU[SH] {OFF|ON}
    HEA[DING] [ON|OFF]
    HEADS[EP] heading_separator
    INSTANCE [service_name|LOCAL]
    LIN[ESIZE] line_width
    LOBOF[FSET] offset
    LOGSOURCE logpath
    LONG long_length
    LONGC[HUNKSIZE] size
    MAXD[ATA] max_row_width
    NEWP[AGE] {lines_to_print|NONE}
    NULL null_text
    NUMF[ORMAT] format_spec
    NUM[WIDTH] width
    PAGES[IZE] lines_on_page
    PAU[SE] {ON|OFF|pause_message}
    RECSEP {WR[APPED]|EA[CH]|OFF}
    RECSEPCHAR separator_char
    SCAN {OFF|ON}
    SERVEROUT[PUT] {OFF|ON} 
                   [SIZE buffer_size] 
                   [FOR[MAT] {WRA[PPED]|WOR[D_WRAPPED]|TRU[NCATED]}
    SHIFT[INOUT] {VIS[IBLE]|INV[ISIBLE]}
    SHOW[MODE] {ON|OFF|BOTH}
    SPACE num_of_spaces
    SQLBLANKLINES {OFF|ON}
    SQLC[ASE] {MIXED|UPPER|LOWER}
    SQLCO[NTINUE] continuation_prompt
    SQLN[UMBER] {OFF|ON}
    SQLPRE[FIX] prefix_char
    SQLP[ROMPT] prompt_text
    SQLT[ERMINATOR] {OFF|ON|term_char}
    SUF[FIX] extension
    TAB {OFF|ON}
    TERM[OUT] {OFF|ON}
    TI[ME] {OFF|ON}
    TIMI[NG] {OFF|ON}
    TRIM[OUT] {ON|OFF}
    TRIMS[POOL] {ON|OFF}
    TRU[NCATE] {OFF|ON}
    UND[ERLINE] {underline_char | {ON|OFF}}
    VER[IFY] {OFF|ON}
    WRA[P] {ON|OFF}

Please see Chapter 11, for detailed information about each of these settings.