AFAIK there's no special reason to stick with one brand... unless your system sounds nicer (to you) that way. Try it and see.
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IMHO, sticking with one brand has the advantage of providing a base line. After that, you will have a clearer understanding of what cables (quite possibly different) work best between different components. Though it can be challenging to actually extract opinions from often times diplomatic and/or dealer sympathetic manufacturers, finding a consensus from amongst the different maunfacturers of your system can provide a very helpfull start. Bear in mind that some components, like some gear from Naim, Spectral, etc., for example, may have unique requirements that limit choices.