Unfortunately, we plebeians are never gonna come to a full consensus on this issue. Although most agree that sets should be determined by a FT3, rules regarding stage picking are still as arbitrary as ever. I for one believe that if a character change would essentially be a counterpick for the opponents character, why wouldn't the same apportion be given to a stage change which would accomplish the same end?
FT3, loser picks stage (the same format implemented by Mortal Kombat 9 at MLG) gets my vote.