#include <iostream>
#include <set>

int main()
{
    std::set<int> my_set;
    my_set.insert(0x4A);
    my_set.insert(0x4F);
    my_set.insert(0x4B);
    my_set.insert(0x45);

    for (std::set<int>::iterator it=my_set.begin(); it!=my_set.end(); ++it)
        std::cout << ' ' << char(*it);  // ups the ordering

    //int x = my_set[0]; // this causes a crash!
}

std::set<int>::iterator it = my_set.begin();
std::advance(it, n);
int x = *it;

int x = *std::next(my_set.begin(), n);

auto it = my_set.begin();
int first=0;
if (it != my_set.end()) first = *it;

std:vector<std::string> my_set;

    ...

    std::string new_item("test");

    auto range = std::equal_range(my_set.begin(),my_set.end(),new_item);
    if (range.first == range.second)
        my_set.insert(range.first,new_item);

std::set<int> my_set;
  my_set.insert(0x4A);
  my_set.insert(0x4F);
  my_set.insert(0x4B);
  my_set.insert(0x45);

  int arr[my_set.size()];

  set<int>::iterator it = my_set.begin();
  for (int i = 0; i < my_set.size(); i++) {
    arr[i] = *it;
    it++;
  }
  cout << arr[0];