With many producers nowadays it is not guarantied everything works together like we would like. Ofcourse when spending something between 1.500,- and 10.000,- euros it should be good and competitive!
In 2010 I see a lot of trends comming back at different brands, I think you can change boards easily and still have a good gear combination. Sails are much harder, since I haven't tried most of the 2010 sails I can't tell much, but the designs are sometimes far apart. I think Neilpryde matches everything quite good, also Starboard matches all sails quite good. The Severne Reflex 2010 also feels like a sail that can be tuned around for different boards/styles.
It doesn't go really wrong when you use boards/sails out of the same group. Starboard/Severne, ,Tabou/Gaastra, JP/Neilpryde, Naish/Naish, Fanatic/North.
But there are also some brands like Carbon Art, Maui Sails, Mistral, RRD, etc. How to match these is harder, I would advice just to contact people using them. For the Carbon Art Speedboards I can tell these work with almost any sail ;).
Some boards are very forgiving and support the fins good, while other boards have high demands and need a good board. Often small boards are forgiving and good big boards have high demands. I think many producers offer different fins for different needs, with Sonntag Fins the fin will be specially finetuned for you needs (style/weight/board/sail), but the production Select S07 also does a great job.