Both "We were all set to go" and "We were good to go" are natural and correct, but they have slightly different nuances:
"We were all set to go" — This suggests that everything was prepared and ready for the plan. It emphasizes that all arrangements or preparations had been made and they were ready to take action.
"We were good to go" — This is a more casual expression, indicating that everything was ready and there were no obstacles. It suggests that there were no issues or problems, and everything was in place for the event.
Both phrases fit in the sentence, but if you want to emphasize that all the preparations were made, "We were all set to go" might feel a little more formal and fitting. "We were good to go" is more casual and commonly used in everyday conversation.