I think that it's better to focus on 2 sets so the first 2 ninjas can have more initiative and go before the enemy ninjas.

Balancing all of them is obviously a good idea. Making your move 1 have highest is the standard way of doing things. However once you hit rank 7 and need advanced refines to upgrade it usually slows down quite alot since they are expensive and most people just get them from Sage or events instead.