I regularly read this great comic "9 Chickweed Lane". In it, the mother and daughter often discuss the secret power that leopard print underwear gives a girl.
I'm not convinced on the need for leopard print, but I do believe a matching set is fantastic for confidence. Really, it shouldn't make any difference at all, but I know that when I'm wearing something gorgeous underneath my (hopefully stylish) office attire, it just gives me that little extra boost for the day.
If I had endless money and an enormous wardrobe it would be matching sets every day!