You can buy individual pots and pans to build your collection, or you can buy a full set. If you're trying to replace a cast iron or one of your all-clad cookware items, you might buy just one piece.
However, if you're trying to stock your kitchen with a high-quality cookware brand, then you will usually get the most for your money by going with a set.
Cookware sets also give you a uniform look in your kitchen. A stainless steel cookware set that matches will not only provide you with consistency when cooking but also look nice.
A lot of brands, including Le Creuset, sell full sets with all the pots and pans you need for traditional cooking. Even Cuisinart cookware has sets that can offer you a good deal.