Err I suspect we may have two different definitions of the word 'set' between Johnmc and Jack...

For a gig set yes, definitely. Always change tempo, sig AND key if you can - and yes, shift moods carefully throughout the gig. Only put two similar songs together if you have a staggeringly good reason - and I can't think of one! If all your stuff sounds similar, learn some new songs that are very different, ideally before you play out again.

For tune sets, different 'rules' apply.

In a session it's polite to group similar tunes together as it makes the set easier for other musicians to follow - likewise for dancing, obviously. But in a set designed for performance, then jumping keys and even crashing reels into jigs etc. is good.

Tune sets don't need to differ as much as song sets, for some reason - perhaps because we hear them with a different part of the brain.

Tom