Head set is a combo of training and conformation. Some horses naturally carry their heads lower, and it's a million times easier to achieve the WP look if the horse is already built for it.
For example, I rode one of my school's new horses just before break. She's a 3 year old who was started before we got her, and then given most of the first semester off. Her head never came up above her withers the entire ride unless she got a little nervous about something. She was nosed out and we had to work on collection, but her head stayed down.
So you want to look for a horse who's neck ties lower into his shoulder. DreamHorse.com Horse ID: 1507975 - she's SIMPLY NATURAL
^^ This mare's neck ties really high. While you might be able to get her head down with training she'll have a much harder time than a mare that's build more like this. DreamHorse.com Horse ID: 1506803 - Uptown Impulse