Well, you do want to, do a degree. By that I mean, what's most important is matching the front 3; l/r front and center. Most speakers makers will make mains that have a center that is designed to work with them, to blend in sonically, or timbre match. This is the most critical and certainly what you want to do. The next step is then matching your surrounds, however, that is not a necessity. I don't do it with mine and it's fine....unless of course you do 5-channel music...then you do want them to match. In an HT set up, where the surrounds will be for movies only, it doesn't matter. For me, i'm running B&W's up front, but I have Polk bookshelves in the back and have never once noticed a difference. I might if I played 5channel music, but my surrounds are for movies only. As for a sub, it doesn't really matter at all. Subs deal with such a small portion of the sound spectrum, plus their omnidirectional, so matching them is not necessary at all. In fact, if you took a poll, a lot of people here would chime in that they use brand x for speakers and brand y for subs. For instance, I use B&W's but have an SV subwoofer...doesn't make a difference. You just want to have a really good sub that's going to go low and play loud.
The long and short of it is match your front 3's for sure. Match all of your fronts/center/surrounds if that pleases you or suits your listening preference, but for subs, just get the best sub you can on your budget.
