There is a particular evening in early October, when the air turns sharp but the light still hangs gold on the porch until almost seven, that makes you want to sit outside just a little longer than you should. That is the evening that convinces you a cover is not a precaution, it is the whole point, because the furniture only gets to stay out there, ready for you, if something is keeping the weather off it between now and the first hard frost.
When you are looking at a set or standing over it the day it arrives, check the cover before you check the chairs. Run your hand along the seams, look for taped or welded seams rather than just stitched ones, because stitching alone lets water wick straight through on a long rain. Check there is a drawstring or a clip at the bottom, not just a loose hem that the wind can get under, and check the fabric has some weight to it. A cover that feels like a shower curtain will crack and split by its second winter. Look too at how the furniture itself is built underneath, because the cover is only ever protecting what is there, and a frame with sloppy welds or a cheap resin weave will let you down no matter how well you tuck it in at night.
In an ordinary backyard, this kind of furniture sits well against plain surroundings, a wood deck, a gravel patch, a stretch of lawn that is more green than manicured, and it looks best when you are not trying too hard around it. A simple planter, a lantern, nothing fussy. The good sets have a quiet, settled look even under cover, the shapes still reading as a table and chairs rather than a lumpy tarp in the corner that makes the yard look abandoned for the season.
What separates the good from the disappointing shows up slowly, over seasons rather than days. Solid hardwood or powder coated aluminum with real joinery holds its shape and its color through sun and damp far longer than anything held together with glue and optimism. A well made cover will fade a little at the top where the sun hits hardest, but it should not go brittle, and the zippers should still run smooth after a winter of being iced over. Wipe the furniture down before covering it, let it dry fully, and store the cover itself somewhere dry in the off season rather than leaving it balled up outside the shed door, where it will mildew before spring.
Buy the better built one, cover it properly every single time, and it will outlast two or three cheaper sets bought instead of it.