I tend to do around 4 sets of 8-12 reps but they are to failure on every set. Also, I tend to cycle my max attempts every 4 weeks or so. I have only recently started deadlifting and it seems to be my best lift regardless.
When I do shoulder press the same day as bench, I find that my tri's are failing far too early and I cant hit my shoulders properly.
Also, the third training session tends to be a supliment to the Tuesday and Thursday sessions hence the low volume on the third day.