Well, that depends on the area in which you are using your concealer and your concern.
Here is a small example of how an entire look can go wrong if your concealer is lighter.
On the other hand, if your concern is acne scars and upper lip pigmentation, go for a concealer which is exactly the same as your foundation. A concealer is supposed to be more pigmented and thick than a foundation, so conceals acne scars quickly.
I got a lot of queries that if I use NC in MAC foundations, would I be the same in concealer as well. NC has yellow tones so it is better to use an NC concealer for face while NW has pink/orange tones so it is apt for under eyes to neutralize the darkness.It also depends on the depth of your dark circles, if you do not have heavy dark circles, you can pick up an NC concealer which is a shade or two, darker than your foundation. Say, I use an NC42 in foundation, but I use NC43 for concealer since I do not have very dark circles, but would just like to make it appear brighter and natural.