I think two of some sets are definitely useful, not sure which without checking my sets that I don't have to hand. I used the Ruins of the Wild set for the first time last Sunday for our Red Hand of Doom game.
They got used in combination with a battlemat, I used the horse one for my Knight, and another for the Paladin, the other players walked as fast as our loaded light warhorses (40ft), which was lucky as you only get two a set. Threw down the campsite, and a wooded area, stream and road around it. Worked a treat, we didn't need a larger area for that combat in the end. Another set here would mean you could form a carvan (only one wagon in the set), have four horses for your party, have a longer stream and a larger open and wooded areas. With two sets you could certainly do without a battlemat for most outside combat.
I've found the other tiles are useful if you can plan ahead and have the tiles ready, but in the time it takes you to dig them out you can often have drawn the room on your battlemat. So if you haven't prepared you won't use them, they aren't much good for irregular rooms either.
I think they work well overlayed on a battlemat to show room details, or stand-alone for less complex rooms. For complex rooms the time it takes to set up, if you haven't worked out how to place them and have them ready at the side, interferes too much with the flow of the game. If you can plan a head and the room doesn't have too many complex features they are great.