Lots of different views and experience. I saw a thread like this a few days ago, someone wanting to know why jewelry shops here don't sell sets.
I think it mainly depends on your target market. These days, matchy-matchy is not in style, and that seems to hold true for beaded jewelry. I do have some sets, but mostly separate pieces. I'm a newbie to Etsy, too, but when I worked in an office and sold my stuff to office workers a few years ago, probably 90% of what I sold was separates. In the thread I mentioned, many people thought it was the older generations who preferred matching sets, and the younger crowd preferring single items that they could later mix and match with other items they have. If I were you, without seeing your shop (sorry, in a hurry to go), my suggestion would have some sets, and some individual pieces. You could always offer to create a custom order for someone to add on matching pieces.
Good luck!