You will find that a lot (I dont know if I would say the majority, maybe) of the Puritans works, especially the larger ones, are actually a collection of sermons. So you can take anything from Burgess' Spiritual Refining, Durhams Christ Crucified, Watsons Body of Divinity, etc. and they are all compiled Sermons, or based on Sermons. Even the voluminous Caryl's Job is a collection of Sermons/Lectures he gave to his church on the subject over the course of decades. What I mean is, it seems almost all of the Puritans will have some sort of collection of Sermons on some topic. So, finding out which Puritan you would like to read, as opposed to wondering which Puritan has sermon sets, may be a better route.