Can only speak for myself.
I much prefer to collect entire sets. I believe I get a better bargain by buying a set, and I've been known to overpay for individual cards to fill a set. I have found that when the cards are broken up, you tend to see more bidding action on the individual cards. Someone may be priced out on a $200 LCS, but is willing to jump in at $50 for an individual card, sometimes even for a dead card if the movie is iconic.
For example, Bruce sold a broken up set of Alice in Wonderland first release cards on Dec 6, 2015. The individual cards went for $89, 91, 146, 68, 163, 174, 128 and 48 for a total of $907. I would guess that the unbroken set would have gone for about half that, not over $500.