It's not that you "have to match balanced and unbalanced", per se. Each time you convert from unbalanced to balanced and vice versa, you expose yourself to various ground-loop related noise issues (hums and buzzes, primarily). I have a lot of very nice single-ended gear in my rig. I also have a few more bald spots than I deserve (chronologically speaking, anyway) from getting it all to work quietly and well.
Balanced differential interconnect minimizes your chances of encountering difficulties with grounding issues. In a complex rig, this can be an absolute lifesaver. What does "complex" mean? If all you have is your computer, a small mixer, two mikes, and you do all your recording to the computer's hard disk, you really do not _require_ balanced interconnect.
On the other hand, if you have a standalone multitrack, a standalone mastering machine, a big mixer (say 24x8+6 aux busses), a rack full of outboard gear, three different monitor power amps, forty-eleven pieces of trippy high-tech thinguses the keyboard player keeps dragging in, a patchbay or three to make it all play together without getting on your knees behind the racks... Then you very likely _do_ require as much of the rig to be balanced as possible, to preserve any remaining fraction of your sanity.
Pointless aside follows: please ignore the next three paragraphs if you are in any way humor-impaired. Go balanced whereever economically feasible, and you'll thank your lucky stars every time the keyboard player brings in a brandy-new Frobinator 3000 and you plug it in and it doesn't sound like Tesla's freakin' laboratory on a Sudden-Discomfort hangover with 7 cans of Jolt already down the hatch when you find out that the vocalist is locked in the bathroom for their pre-session constitutional, which apparently involves various and sundry Affectations and Extremeties with your lava-lamp, which may or may not take another hour or so.
Or something like that. When that happens, feel free to relieve yourself in the vocalists' gig bag- but take it outside first, because it's a right bitch to get that smell out of the carpet (;-). And that's when you realize that this isn't a hobby any more, and you're doing it for a living...
Hey, it's damned near midnight on a Saturday night, I'm punchy as hell, and I'm still working. I'm *allowed* to have a little fun. And the statute of limitations has run out, and I can now admit that I have in fact peed in a vocalist's gig bag, once or twice, back in my misspent youth. Ahh, those were the days.
Seriously, though: the more complex the rig, the more likely you are to have issues with ground-loop-induced schmutz. So: whenever you have the opportunity, buy gear with balanced interconnect, and *use* it whenever possible.
Is your rig going to grow? Then it makes sense to plan ahead, and buy good gear. Of course, you can always do what I did my first time around and buy cheap gear, and end up having to buy good gear _anyway_, and being stuck with a bunch of cheap gear to boot.
This forethought will not eliminate chasing groundloop spooge out of your rig. Regrettably, nothing will magically do that for you. It *can*, however, minimize the fraction of your life that you will spend doing it.
Now, for the really useful part of the post. Here are a few good resources on balanced differential versus single-ended interconnect, and converting back and forth:
http://www.rane.com/pdf/note110.pdf
Then, after you've finished that one and understand it, look through the links here:
http://members.nbci.com/studio_tech/
under the heading "wiring and grounding".
Hey, if it was easy, everyone would do it....
Hope that helps, and thanks for humoring a superannuated nerd late on a Saturday night.
