The decision to match your bra and underwear is a personal one and should be made on the basis of your need for a matching bra and underwear set, the clothing you wear and your body type.
For many women, matching underwear is primarily an esthetic choice, and may be something you are most comfortable with in the context of an intimate relationship. On the other hand, one component of a matching underwear set may not be suitable for wear under some garments, and, in some cases, you may need more support in one area of your body than you do another.
When selecting underwear, it is important to make sure that its design will improve your appearance. If a bra and underwear set is made up of two pieces that can be comfortably worn under a particular outfit, wearing them together can be a good idea. In some cases, however, while a pair of underwear may go well under a pair of jeans or a skirt, the straps on its matching bra may be too wide for the top that you choose to wear. Conversely, the bra may look great under a sweater, but the underwear may cause visible panty lines through the trousers you wear.
Another consideration in choosing whether to wear a matching bra and underwear is your own need for supportive undergarments. If you carry extra weight around your midsection or behind, you may wish to wear underpants that provide you with additional support so as to make you look better under your clothes. Similarly, if you have a need to either maximize or minimize your bust, you may need to select a bra specially designed for that purpose.
If you have a situation in which you want to match your bra and underwear, but the two pieces of a matching set simply are not appropriate for your outfit, you may wish to try at least matching the color of bra and underwear. In such cases you can attempt to achieve a decent color match between both pieces of underwear while wearing the style of undergarment that best flatters your clothing and your body. One way to do this is to attempt to buy your underwear from the same manufacturer, as the company may use similar dyes in the coloring of both bra and panties. This would allow you to have the look of a matching set while getting the coverage and support that you need.