It's more common to have LANG set than LC_ALL. As I understand it, LC_ALL overrides {LC_COLLATE/LC_TIME/etc.} which overrides LANG, so you'd only set LC_ALL if, say, you're a script and want predictable output behavior.

(Unix locale stuff is very confusing and poorly documented in my experience. Fortunately, the average user only has to interact with it through a language-selection screen at system install time.)