Set in West Indies regularly tried bar? (8)
I believe the answer is:
wireless
'set' is the definition.
(wireless is a kind of set)
'west indies regularly tried bar?' is the wordplay.
'west indies' becomes 'wi'.
'regularly' means one should take alternating letters (regularly take one letter, leave next etc.).
'bar?' becomes 'less' (both can mean 'not including').
The alternate letters of 'tried' are 're'.
'wi'+'re'+'less'='WIRELESS'
'in' is the link.
(Other definitions for wireless that I've seen before include "Early name for radio" , "Set" , "25 across" , "Old name for radio - lacks something" , "Receiver" .)