Setzer made his first full-time run in 1994, driving the #59 Alliance Training CentersChevrolet for Welch once again. Setzer won in his 23rd career start at South Boston Speedway, then won again two races later at IRP. At the end of the year, he finished 9th in points and was runner-up to Johnny Benson for Rookie of the Year. In 1995, the team switched to Fords, and Setzer struggled in the adjustment. After he won the pole at the Milwaukee Mile, he was released from the ride, and spent the rest of the season making fill-in runs. At the same time, he began running part-time in the newly-formed Craftsman Truck Series. He finished second in his debut at Milwaukee, and had eight starts that year.
In 1996, he signed to drive the #38 Lipton TeaFord for Akins-Sutton Motorsports. Despite two top-ten finishes, he was released from the ride, and spent he rest of the year driving the Mark III Financial car. He started the 1997 season in that ride, but was released after five races, and spent the rest of the season in the #43 Lance Snacks Chevy owned by David Ridling, posting four top-tens and finishing 19th in points.
After 1997, Setzer did not have a ride for 1998. He started the season doing work for Gloy-Rahal Motorsports in the Trucks, but only for a handful of races. After three DNF's in the Busch Series, Setzer was selected by K Automotive Racing to replace driver/team owner Bob Keselowski, who'd been injured in a wreck. Setzer had eighth-place finishes in the truck while filling in. After that, he signed with Bill Elliott Racing, replacing Jerry Nadeau for six races. His best finish was 19th at Talladega Superspeedway. After a brief hiatus from the trucks, Setzer returned to K Automotive to finish the season, and collected a win at Mesa Marin Raceway.
In 1999, K Automotive provided Setzer with a full-time ride in the #1 MoparDodge Ram. Setzer won three races and was in the thick of the championship hunt, but an early wreck at the season finale at California Speedway took him out of the running. Nevertheless, he was named the series' Most Popular Driver. His performance slipped in 2000, as he won just one race and dropped to seventh in points. After that season, he left the team.
In 2001, Setzer joined Morgan-Dollar Motorsports. In his first year with the team he won two poles, one race, and finished ninth in points. After another quiet year in 2002, things started improving. Setzer won three race in 2003 and finished in points. He has finished second in points each year since, and has had led the points standings during that time as well. After failing to win a race in 2006, he departed Morgan Dollar to join Spears Motorsports. In 2007, Setzer won the City of Mansfield 250 at Mansfield Motorsports Speedway after running the entire 250 lap race without a pitstop. The Mansfield victory was his first victory in 41 races, his last coming in the Power Stroke Diesel 200 at O'Reilly Raceway Park on August 1, 2005.
Late in the 2007 season, he parted ways with Spears and raced at New Hampshire for Green Light Racing, and at Las Vegas for Bobby Hamilton Racing. He drove the #18 Dodge Ram Truck to a vicory in the 2008 Kroger 250 at Martinsville. It was Setzer's 18th career win, and BHR's 1st win since Bobby Hamilton Sr. won in Martinsville in 2005. After BHR shut down at the end of 2008, Setzer found himself out of a job entering the season.
Setzer began the season driving one race apiece for GunBroker Racing and Fast Track Racing Enterprises, before being named the driver for MRD Motorsports in the Truck Series. He had two second-place finishes and was in the top-ten in points before he was forced to miss six races due to sponsorship issues. Setzer has also returned to K-Automotive in the Nationwide Series, driving the #96 ConelyAuto.com Dodge on a part-time basis before moving to their #92 car.