Yes, it's best to have a filter in mind before buying lily pipes. To find a filter, you should consider your tank volume, then consider what you want to do with it (a high tech system will generally require greater flow rate unless you're willing to use powerheads). Once you've got a plan, look for filters that have a flow rating of between 5x to 10x the volume for low tech tanks and 10x to 20x the volume for high tech tanks (this is as the rated flow of external filters is generally much less than in practice - for many reasons discussed elsewhere on here). Once you have a filter in mind you can find out the diameter of pipe that's appropriate for them.
And yes there are step up/down pieces that you can buy, usually these are most useful when you have a filter with a larger inflow than outflow (for instance, an eheim classic 600, or annoyingly - most ADA superjets besides the 600) and you want to use the same diameter lily pipes for aesthetics or convenience. I would advise that wherever possible to use the appropriate size of lilypipes as you will be either losing pressure or flow by fiddling about with different diameters. However in case you just can't stand different diameter lily pipes (like unfortunately, myself!), I think it's better to step up the outflow size than step down the inflow so as to avoid damaging the motor by choking the flow too much. This might be overly cautious and certainly will reduce the outflow pressure, however the difference of 16 mm to 12 mm diameter pipe reduces the area and thus the flow by roughly 40% so in my opinion is worth consideration.
