I used to always play the shift battle style. But recently, in my first playthrough of Black 2 I decided to go with Set and it makes the game much more challenging and rewarding. To begin, it makes each battle feel like a somewhat competitive battle as long as you are not extremely over-leveled. Therefore, competitively viable move sets are necessary even though competitively viable Pokemon may not be. Additionally, at least in Black 2, the computer likes to make predictions. It's amazing how many times I've switched into a super-effective attack. For, example, I send out Heatmor as my lead against a Roselia lead. The computer senses a bad type matchup or gets KO'd by Heatmor. Then, the computer sends out Basculin, so I switch out Heatmor in favor of Sawsbuck. Then, the opposing Basculin all the sudden uses Ice Beam and KO's my Sawsbuck. It makes the game more challenging especially in the post game material where the Pokemon are very high leveled.
Because I am looking to make teams that are competitively viable in the future I think that I will stick with the set battle style from here on out.