In one aspect, an exemplary method involves a WCD: (i) determining a likelihood of roaming, wherein the likelihood of roaming indicates a likelihood that the WCD will be handed off from a preferred coverage area to a non-preferred coverage area; and (ii) using the likelihood of roaming as a basis for managing an active set of the WCD. In particular, the WCD may manage its active set by setting at least one active-set parameter affecting the number of active sectors in an active set of the WCD, and then maintaining its active set according to the setting of the at least one active-set parameter. According to an exemplary embodiment, a WCD will make an effort to increase the number of sectors in its active set when the likelihood of roaming is greater, and vice versa.