Well, as for your original question, yes, it is generally better to change sprocket and chains as a set - whether your set of chains is two or six. Rotate through the chains as they need resharpening, and when the whole set is worn out, replace the chains and the sprocket.
The size of your set depends mostly on how much work you are doing, and somewhat on how much filing .vs. grinding you do for sharpening (filing can be done in place, grinding usually means swapping the chain off for a sharp one, grinding it, and then it's on the "sharp" side of the set).
Even if you are regrinding regularly, you should file with every tank of gas, unless you are cutting some mythical clean, non-abrasive wood that does not cause chains to dull. More often if needed. If not very dull, it need not be much of a filing.
BTW - if there is sawdust the chain is dull. There should be chips. Dust is dust, chips are small chunks of wood the width of the chain, length varies. If you are getting dust, change chains.
Saw chain heats up, especially when dull - this makes it longer - it's not actually stretch, but it may mean you need to tighten once the saw warms up - in which case you should slack off at any long breaks (lunch or the end of the day) since the chain will cool and shrink and get very, very tight if adjusted to run well when hot. If running very hot due to being dull, you should change for a sharp one or sharpen it, rather than fiddling with the tension. Likewise make sure there is enough bar oil being delivered to the chain when running, and fill bar oil every time you fill fuel.