I always replaced the chain and sprockets as a set, and then I started riding a dual-sport where I changed front sproickets quite often, going up and down teeth, in order to tailor the bike to riding conditions: tight trails, highway, etc. Made no noticeable difference in chain wear as long as sprockets were not significantly worn. Now I no longer change them as a set on that dual sport, since I can't match sprocket and chain anyway with all the front sprocket swaps. The rear sprocket is typically the one that outlasts the other two. The rear is also the more expensive of the two sprockets.
You gotta think in terms of the life of the chain. A sprocket that is significantly worn when you change the chain is going to be toast long before that new chain would normally have worn out. That's going to hurt the lifespan of that new chain. But I typically change my chains at 15K miles, and I have found that I can get two chains to one rear sprocket on that dual sport. If I had a Scottoiler or some other mechanism that I felt would give me longer chain wear, I would probably go back to chainging in sets. Just my opinion. Your milage may vary, so to speak.