Does anyone know where I can buy a decent chess set in Lausanne?

If you contact the Swiss Chess Federation, I'm sure they will be more than happy to help you:

http://www.swisschess.ch/schachhobby/shops.php

P.S. Although the domain to this web site is in English, the content is exclusively in German and French.

If Franz Carl Weber doesn't have one you like, I doubt anyone will. They can also order in for you from their main shop in Zürich, if necessary.

Even larger Migros with a toy section will have decent board games, have a look. Coop with toys as well, I saw them in Manor, too.

If you are looking for somebody to play chess in Lausanne, here are the links to two chess clubs. Both web sites are in French.

http://www.gelchess.ch/

http://www.lejoueur.ch/

You can also play on-line chess with people around the world at this web site.

http://www.freechess.org/

Also theres this.

http://www.chess.com/