Remember that set bonuses are fairly minimal, especially for the 2-piece ones. For example, the ATK set bonus is 15% ATK. If using the two items requires you to equip a sub-standard item (for example, a weapon with flat ATK instead of ATK%), that could easily obviate the benefit.

The easiest way to evaluate is to just use either a tool like RSLHelper or HH Optimizer, or just use the fitting room, and compare the items. For the two-piece sets, since they all just give stat bonuses, you can just compare the different options and see which one gives you the bigger numbers.

The four-piece ones are harder to evaluate, since their bonuses are quite unique. To decide between whether it's worth breaking a four-piece bonus, you'd have to justify the added stats relative to the loss in the set bonus effect. This is definitely easier to do for some sets than others - Swift Parry, for example, provides a unique benefit, but often that benefit doesn't really come into play. Reflex, on the other hand, provides a very unique benefit that you'd need to evaluate the loss of on a case-by-case basis.

Shot answer : almost always. 

Long answer : Whenever you need to reach certain stats. Stats always take priority. If you're building a nuker in Savage, you want the other two pieces to be Cruel, but you can't get to 100%CR, for example, use whatever pieces you have to get there. 

I feel dumb but every search to download rslhelper leads me in a circle.  Can someone post a download link  please.  

I don't personally use it - I don't use any external tools that require installation. Nothing against them, though, I just don't use them. So I'll let someone else handle finding a link for you :)

I downloaded HH optimizer.  I feel like a kitten with a new toy.  More to learn.