Convert Set<Integer> to Set<String> in Java

No. The best way is a loop.

HashSet<String> strs = new HashSet<String>(ints.size());
for(Integer integer : ints) {
  strs.add(integer.toString());
}

Something simple and relatively quick that is straightforward and expressive is probably best.

(Update:) In Java 8, the same thing can be done with a lambda expression if you'd like to hide the loop.

HashSet<String> strs = new HashSet<>(ints.size());
ints.forEach(i -> strs.add(i.toString()));

or, using Streams,

Set<String> strs = ints.stream().map(Integer::toString).collect(toSet());

use Java8 stream map and collect abilities:

 Set< String >  stringSet = 
   intSet.stream().map(e -> String.valueOf(e)).collect(Collectors.toSet());

No. You have to format each integer and add it to your string set.