I've gone back and forth on adding it to my Godo, Bandit Warlord deck, but honestly it just doesn't seem worth it. Unless you're tutoring for it consistently, you're most likely not going to see all 3 pieces, and once your opponents realize what you're doing they'll slot in the appropriate removal for it (Return to Dust, Altar's Light, etc.)
I'd say give it a shot if you're running a heavy Equipment themed W deck, otherwise don't worry - you're not missing much.
Honestly I have run the Kaldra set in Sisay, even in that deck there were better things I could do as for a 2 card combo I could try wrecking everyone. The Kaldra equipment is still vulnerable to being stolen, exiled, counterspelled. I never found it all that robust as someone in my meta runs Furnace Dragon in his deck and seems to land it every time I get 2 of them on the board.
In a vultron EDH deck there are almost always better things to go tutoring for as the equipment themselves aren't that impressive.
These are probably the last equipment I would want to run in thrax.
The only one that I have ever used is the Sword. It was in my Brion Stoutarm deck that had a pinger theme to it. 5/6 Cunning Sparkmages were fun.
I run Sword in my Brigid, Hero of Kinsbaile deck, but the other two just don't do enough to justify the slots in the deck. I have tried all three and never got them to "go ultimate" and now that Darksteel Plate is out that's pretty much the nail in the Kaldra Coffin.
For voltron i'de say definitely because if you're going to run the sword for massive bonus, and the shield for indestructibility anyway ( i run it along side the Darksteel Plate. Fall back plans are never a bad thing), why not run the helm for the opt out big combo.
My Linvala/Akroma deck runs it because it's equipment heavy and with a lot of tutors as you have pointed out. Very rarely does it end in an Avatar but that doesn't mean the pieces aren't good individually, and therefore not worth running. I have even gotten Kaldra out one or two times.
Dama, Sage of Stone | Karador, Ghost Chieftan | Sigarda, Host of Herons | Elbrus, the Binding Blade / Withengar Unbound | Grand Arbiter Augustin IV | Genju of the Realm | Ruric Thar, the Unbowed
I don't like the high equip costs of all those cards, personally. The Helm is outclassed by Sword of Vengeance, which is borderline anyway (ironically with a higher equip cost, but a power boost is typically worth it)... the Shield is almost strictly worse than Darksteel Plate and the Sword, while awesomely powerful and does have its place (tramplers exiling their blockers and exiling pingers are pretty good!), it's usually just not as efficient as SoFI and friends.
Kaldra-Tron is pretty cool if everyone is just starting up EDH or you're in a very casual group.
However, SuperSonik's right, along with the other posters. There are just far, far better options - and if you do try to assemble, you're going to have to work very, very hard. That almost demands white and/or Captain Sisay (though if you're assembling Kaldra-tron in Sisay, you're slow rolling...).
It breaks my heart to see everyone so against the set. I have all three in my Jaya Ballard deck, and they're awesome there. The sword is great for Jaya to begin with (great synergy with her abilities), as is the Shield (also synergistic). The helm is decent as well, since I have plenty of mana in that deck, but I like to have ways to give Jaya haste so I can cast her, blow up the world, cast her again, and maybe even do it again all in one turn - so the more haste-givers the better. So, all three have synergy with the general independently (even if sometimes that synergy is just "Jaya needs to discard cards" sometimes).
But the one time, the ONE TIME you actually assemble Kaldra and beat face? Maybe it happens once in fifty games, but once it does, you'll never question those three again. So. Much. Fun.
I once had the Kaldra set assembled. Oh also had Predator, Flagship on the board so my kaldra tokens were litterally flying about. It was fun but sadly I was just toying with my opponent. Most combos are easier to errect than the kaldra weapons. Plus once you assemble it its still not game over you give your opponents quite a bit of time to solve it.
Together, you'll rarely seem them all unless you are running a repeated search engine like Stonehewer Giant. If you do, you get a recurring dude, which can have some use (Ashnod's Altar for infinite colorless, for example), but it's not amazing.