Very important. I rarely play with plain based figures as the years have gone by, I've increasingly used plastic and resin scenic bases. I like the way basing can bring unity and narrative to a figure or faction. Most often I try to base to represent the figures home, or usual location of operation.
For some reason it doesn't bother me at all if the figures basing doesn't match the table. My Sci Fi figures often have industrial bases but frequently seem to also play on desert planets, just as my Chaos waste based figures frequently battle on verdant fields. For me, the base is part of the figures story, not necessarily the battle of the moment.