What level ?

[GKM]

I am a LV 30 using normal gear what LV should I change to set gear ,is there a optimal LV or just the expense changing gear every 10 LV or so?

[Mxtof]

Outside ANB, optimization is not that important, because you have all the time in the world to level up (and there is only so much you can do at level 30 anyway). The gear turns to grey when the character's level is above 10 gear levels, so avoid using it at this stage (especially the weapons). As a matter of fact, the gear I got in Story Mode was more than sufficient to me.

In ANB however, you're on a clock and optimization matters A LOT. If you do have FireLily, craft a new set every 10 levels, with XP on each and everyone of them, including the weapons. If you don't have FireLily, craft additional weapons every 5 levels.

[Halbrad]

I mostly agree with Mxtof here but two additions:

First, you mentioned Set gear. I suppose you mean Juggernaut/Havoc/Regalia/... gear? Only start crafting that at Level 70. And probably only if you have reached max crafting level - though I myself couldn't resist the temptation. Set gear is considerably more expensive than regular gear and below level 70, you replace it just as quickly. Even at level 70, if you don't have max crafting level, it will be very hard to get Lvl 75 and higher items. So definitely don't aim for that. If you want a few 72/73s that's fine, but after that, move back to improving your crafting level to 50, otherwise you're just wasting resources!

Second, even in ANB it depends a bit on your goals. For your first few ANBs, you'll most likely hope to get some celestial essences and a Lvl77 piece to use it on. Then it doesn't make much sense to try and optimize every last second and recraft all gear completely every 5 levels. Keep using it for as long as it serves. When you start getting the impression that regular mobs don't die immediately, or you start dying quickly, then it's definitely time!

[Mxtof]

Definitely valid points in there. I thought the"set" part was referring to a mere collection of usable items, rather than a specific 6 pieces armor Set (maybe because I couldn't even consider the possibility of crafting one at level 30).
As for the ANB, I was just showing the "extreme" sides to make contrast between no-optimization and full-optimization. Of course, there's more than enough margin in between to adapt your strategy regarding your goals and gem budget.