In general, it's worth doing the whole set. Reason being, the slightly worn sprockets will more quickly wear the chain. If however the chain has prematurely worn due to either incorrect adjustment or lack of oil, it could be that the sprockets are still OK. It's hard to really tell until you put a new one and an old one next to each other.
If you are "naughty" and often forget to oil the chain, or CBA, then seriously consider a scottoiler, or one of the many cheaper equivalents. You can protect your £70 investment and easily double its lifespan, getting better performance and a cleaner chain along its life, too.