I'm not quite sure what you mean

If you mean in terms of selling 700 fan of wars for a higher price, then yes you could sell the set for a higher price if the right buyer comes along. (see http://www.tf2outpost.com/trade/3200435).

But usually prices don't change when different items are sold individually or together.

I think he refers to the people who put some more or less random assorted items together up in a trade and then invent some funny story to charge more than twice for this set than the individual items cost together.

This might be a little exaggerated but pretty much is my opinion about this, it is pretty much pointless and makes the life of the seller only harder especially if this set contains some very hard to sell items: if you cant sell them alone, trying to sell them in a set wont make em automatically a hot seller.

ReTired is mostly right in my opinion, but it is possible for a good set and just heavily depends on what you're selling in a set that matters.

Very very few people care that you can assemble a few low tier stranges that go on the same class, but people will certainly be interested in all the pieces of a specific cosmetic set with the same craft number.

The main thing to figure out is if you can make a set that is both difficult to replicate (some kind of craft numbered set or a level 0-100 vintage set) and has some coherent reason to be in a set (similar values, very likely to be used together)

Some of the biggest mistakes:
Low value stranges along with an unusual
Completely unrelated hats thrown in a set together
Clashing unusual effects in hat/misc combos
Collections that are not unusually large (10-20 of a random weapon/hat)

yes they can make the price higher for the right costumer