If you plan on playing in wargame BGs or arenas, having 2 sets is generally a pretty good idea.
You want a focused set and a damage set. You can think of it sort of like 2's vs. 3's.
For the damage set, your goal is to put out as much pressure as you can - because whether you're kill target or not, your purpose in an arena team is to force kills or burn through mana. This is very class dependent in 3's - but in 2's, you generally want to be putting out as much damage as possible as a DPS. So you'd have just enough talasite to avoid dying to random burst from the opposing team, but otherwise you'd focus on going full damage.
And the focused set is the opposite: you are the kill target, your job is to make their win condition as hard to achieve as possible (while still fulfilling your purpose). All of this is very comp dependent, because there are some 3's comps where there can only ever be one kill target. Examples would be something like Ret/Arcane/Disc, where most enemy teams are going to struggling to kill anything other than the Ret pally.
Ultimately, if you only have the time / resources to twink out one set of gear, you're going to be best off building some sort of hybrid set based on your class choice (like Hashbrowns mentions above). Classes like MM hunters, Mages, Warriors, as examples, tend to be fairly poor kill targets in arena. So they can generally get away with a lot more damage packed into their build, ergo fewer talasites are necessary. But if you're making a warlock, spriest, DK, etc, then you probably want a bit more bulk to absorb more hits.
And the rules get really wonky if you're rolling a healer. But from past experience I know no one really does that anyways, so :^)
