For the single artist working on a scene it is usually fairly straight forward to keep things consistent since it's just you and you have your own workflow. But even then you tend to develop your techniques as you go along which can introduce slight inconsistencies in your work. For example, take a project I've been working on for some time, a 2d shooter. I started out with one style in mind and created a few ships along the guidelines I had set myself. However, after a couple of ships, the style started changing as I tried new ideas and approaches. After a month or so, the new ships looked nothing like the old ones which led to more work since I had to redo the old assets. This is of course my own fault since I could've stuck with the original style but truth be told, it didn't really work so it was a good thing the style changed.
So where am I going with this? The importance of concepts and style studies/guides can never be overestimated. Had I done proper concepting and tried out various styles in the beginning I might not have had to redo those ships. The fact that it is 2d doesn't really matter since the same principle applies to 3d as well. It's easy to get excited when you have an idea and just get stuck in with the modeling but what might happen is that you start to flounder a bit later on when the intial idea has been brewing in your head for a while. It starts to change and you might think of new things to add. Slowly your intital idea will evolve into something else and that's can of course be a good thing. But it's usually a bit more efficient to do this evolving on the concept stage since it's a lot faster to do simple drawings instead of modeling an environment. And realising halfway through that you're not sure where you are going or that the first part you made doesn't actually fit with where you're going now can be really frustrating and in the worst case mean that you just drop it.
The same idea is even more important when you have a group of people working together on environments or a bunch of assets. Having concepts that you can refer to, quick mood paintings with colour schemes, detail studies to show the more intricate parts and surface types is worth its weight in gold. And to bring it all together, a Lead Artist or for larger teams an Art Director that can guide the rest of the team towards a common style. The Lead or AD needs to have a vision of how the different parts will come together and be able to guide the rest of the team towards that vision because if they don't, our personal styles will undoubtedly start to make their mark on the stuff we produce and you'll get a disjointed feeling to the visuals. Some parts might look a bit like, say, Call of Duty whereas another part might look more like Killzone or Half Life 2. I'm not advocating that a Lead should walk around with a whip, forcing each artist to obey his every whim but rather that the Lead/AD will keep an eye on what is produced so they can step in and nudge people in the right direction before it would have to be completely redone. Especially before things are commited as a final version in your source control there needs to be some sort of sign off.
To go back to the single artists working on a scene, this is one of the things I'm trying to do with my island project. To go through each step along the way and hopefully end up with a nice little scene in the end and a decent example of a thorough workflow. It does mean it takes a bit longer to have something to put in an engine but I think that the time I save later on when I would usually be at a loss as to what to do is worth the work in the beginning. A good example of the ideas above is Bram Eulaers Unearhly Challenge winning piece: Abandoned. Below you can see the concepts and paintovers as well as the final result.
He has some very nice examples of environments where he shows the concept that comes first and then the finished 3d environment, it's definitely worth having a look at his site if you haven't seen it before.
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