Best in Slot (in general)

[DestinovaTrueblade]

Given that there's no "set bonus" in this game, having a complete set doesn't actually give you any benefits other than aesthetics. Mix and match gives you the best secondary stats for your job, especially since different jobs have different priorities. (Crit is amazing for SCH, not so much for WHM or AST for example.)
It definitely matters if you want to maximize your job performance and should influence how you spend your ESO.
DPS and Tanks also have to worry about accuracy cap, which also requires mix and matching. (Well, healers are affected by accuracy too, but you wont have any unless you use melded stuff)