Games : Is it better to go for armor sets or different armor parts?

As a new Monster Hunter player, I recently learnt that skills are obtained through: armor, talismans and decorations and that these three elements should be chosen in such a way that the desired set of skills is obtained.

Now, when it comes to armor specifically, I know that armor sets (e.g. the Tetsucabra armor set) come with specific features (good and bad). My hunter currently has the "Rathalos Armor Set" and it grants me Attack Up (M) and Recovery Down. But I read some articles posted by hunters who actually were going for different armor parts that were not from the same set (e.g. Rathalos Helm, Tetsucabra Vest...). So my question is: "Is this the optimal way to do things?"

This question is bothering me, especially since I learnt that a skill becomes active only if it has 10 points from the different pieces of equipment.

Thank you for your response.