All sets are a figure paired with either a card, or a few small accessory cards (except in the case of the footlocker) Certain hair colors are not assigned to specific sets, as they were with the 40th Action Man line. African American figures were available in all the Action Soldier sets (except the club one I believe).
EDIT:I've added a note to all released sets pertaining to whether or not they had pockets (or the pilot's equivalent), and the type of hat. Hasbro included a cloth Cap in some of the sets, because in the earliest days of GI Joe, some figures were released with a cloth cap.
When released at Walmart in 2008, the noted sets were not paired with a figure. The figure and the Accessory set was available separately. I believe hair color was assigned at that time. (Soldier = Auburn, Sailor = Blond, Marine = Black Hair, Pilot = Brunette) This is unconfirmed, so don't take it as law.
All Walmart figures were released with plastic caps.
Information from Joepedia.
2003Wave 1Series 1: Soldier Combat
(No Shirt pockets, plastic cap)Series 2: Sailor Scuba
(No Shirt pockets, vinyl sailor cap) (Released Again at Walmart in 2008)Series 3: Marine Communications
(No Shirt pockets, plastic cap)Series 4: Pilot Survival
(Released Again at Walmart in 2008) (Orange Jumpsuit with side tabs, plastic cap)Series n/a: Soldier Footlocker (top tray filled based on illustration in lid)
(No Shirt pockets, plastic cap) (Target Store Exclusive)Wave 2Series 5: Soldier Military Police
(Shirt pockets, plastic cap)Series 6: Soldier 3 Accessory Cards (Sand Bags, MP Helmet, and Machine Gun)
(No Shirt pockets, plastic cap)Series 7: Sailor Navy Attack
(Shirt pockets, Cloth sailor cap)Series 8: Marine Beachhead
(Shirt pocket without buttons, plastic cap)Series 9: Marine Medic
(No Shirt pockets, plastic cap) (Walmart Store Exclusive)2004Wave 1Series 10: Soldier Combat Field Pack
(No Shirt pockets, plastic cap)Series 11: Marine Dress Parade
(No Shirt pockets, plastic cap) (Released Again at Walmart in 2008)Series 12: Pilot Scramble
(Orange Jumpsuit without side tabs, plastic cap)Series 13: Pilot 3 Cards (Scramble Helmet, Parachute, and Air Vest)
(Orange Jumpsuit without side tabs, plastic cap)Wave 2Series 14: Soldier Command Post Communication
(No Shirt pockets, Cloth cap)Series 15: Sailor Shore Patrol
(No Shirt pockets, Cloth sailor cap)Series 16: Sailor 4 Cards (Machine Gun, Shore Patrol Small Arms, Basics, Parade Rifle)
(No Shirt pockets, Cloth sailor cap)Series 17: Marine Beachhead Assault
(No Shirt pockets, Cloth cap)Wave 3Series 18: Soldier Bivouac Tent
(Shirt pockets, Cloth cap)Series 19: Pilot Crash Crew
("Goldenrod" jumpsuit with side tabs, plastic cap)Series 20: Marine Paratrooper
(Shirt pockets, plastic cap)Series 21: Marine 4 Cards (Flags, Basics, Netting, Helmet)
(Shirt pockets, Cloth cap)Wave 4Series 22: Soldier Bivouac Sleeping Bag
(Unreleased)Series 23: Soldier 4 Cards (Combat Helmet, Combat Field Pack, Combat Rifle, Combat Jacket)
(Unreleased Originally, released by GIJCC in 2005) (No Shirt pockets, both cap versions)Series 24: Sailor 4 Cards (Navy Attack Helmet, Life Vest, Life Ring, Landing Signal Officer Paddles
(Unreleased)Series 25: Pilot Dress Uniform
(Unreleased Originally, released by GIJCC in 2005) ("Goldenrod" Jumpsuit without side tabs, both cap versions)Wave 5Series 26: Soldier Ski Patrol
(Unreleased)Series 27: Soldier 4 Cards (Mess Kit and Canteen, Sleeping Bag, Ski Patrol Helmet and rifle, Mountain Troops Snow Shoes)
(Unreleased)Series 28: Sailor Breeches Buoy
(Unreleased)Series 29: Pilot Air Sea Rescue
(Unreleased)Series 30: Soldier Mountain Troops
(No Shirt pockets, plastic cap) (JC Penny Store Exclusive) (Released Again at Walmart in 2008)