"There is/was no television set" and "There are/were no television sets" are by far the most usual forms.
"not a" and "not any" are emphatic ("not" will be usually contracted):
A: Well, at least you had a TV set.
B: What are you speaking about? There wasn't a TV set!
A: Well, you can watch the TV.
B: But there aren't any TV sets here!