I don't really think there's a phase in the game that's more important than the others. Sometimes your opening buys and early luck will make a huge difference, sometimes your mid-game choices and luck will, and sometimes it all comes down to end game tactics and shuffles. The earlier you make a small mistake, the longer it will affect you negatively; the later you make a small mistake, the faster its negative effects will accumulate — in the very late end game, it's possible to make a small mistake that immediately costs you the game on your opponent's next turn (well, I guess you could argue that it's a pretty big mistake then, but it's very easy to make a mistake such as forgetting that Count can gain Duchies, and lose because of it).