I try to keep my grip pressure consistent.  This leads to consistency,  but like you said it really depends on your liking.  I was on a college visit at UNL in their PGM program.  While I was hitting balls in the simulator, he noticed my grip was way to tight.  He suggested gripping it with just enough pressure to hold the club.  Another tip I liked that I saw on here was actually from Mike the TT Manager.  He says that he pretends like it is a tube of toothpaste.  Just squeeze it enough to squirt a little bit out.  Hope you don't mind me using it Mike!  I just really like this tip.

Lite pressure give me more feel of the club weight and seems to increase the impact...I get better tempo and a smoother swing...When I tighten up my grip I tend to hit it fat....Hold it like a tube of toothpaste without the cover on it and don't squeeze any out....

I don't think you need to have a different grip pressure for every club. but what I think matters is that you keep your grip pressure constant throughout your swing. In other words, don't have a light grip pressure during your backswing and when you start your downswing you squeeze it. Try this drill I learned from Martin Hall, grab an empty water bottle and grip it like you normally would and just make a swing with it and not crunching it. You can kind of hear your grip pressure I should say.