I've got news for ya--when shooting film in manual mode, changing the ISO setting on your camera body has absolutely no effect on your film. Like, none. Why am I telling you this? Because I sure as shit didn't know that when I first started. When shooting film, there are two devices to use to get meter readings: your camera's built-in meter (if it has one), or a hand-held light meter. The built-in meter is just like the one you have in your digital camera and reads the scene based on what you've set up in your custom functions (remember these? Evaluative, spot metering, partial metering, etc.). A hand-held meter allows to you be more precise, physically placing the meter in the actual and exact light you want to get a reading for. When you set your ISO on EITHER the camera or hand-held meter, the ONLY thing it is doing is controlling the ISO to give you a proper meter reading. That's it. If you're shooting in manual mode it's not effecting the film directly. It's not like a digital camera where you pick your ISO and then shoot...you already chose your ISO when you picked your film!
Example: When you load 400 film into a Canon 1n camera, it recognizes the film's speed and automatically sets the camera's ISO to read 400. Unless you plan on using the machine's built-in light meter to get your exposure, this does absolutely nothing, especially to the film. The ONLY thing it's doing is relaying to your camera's built-in meter that you're metering for 400 ISO, since that's the film you've got loaded. The same concept applies to cameras where the machine doesn't automatically read what ISO you're using. With my Contax 645, there is an ISO dial on the side of the body. If I load in 400 speed film and am using a hand-held light meter (which I do), then the ISO reading on my camera's dial has absolutely no effect whatsoever on my film, even if the dial were to be set to an ISO that was WAY off from the ISO of the film I'm shooting. Why? Because again, that ISO dial ONLY effects the camera's built-in light meter and not the film. So if I'm not using the meter in-camera, there's no need to set the ISO on the camera, only my light meter--what I'm using to get my exposure readings. If I didn't have a hand-held light meter and needed to rely on the camera to tell me proper exposure, then I would set the dial on my camera to the same ISO as my film and use the camera to meter--because I'm using the camera as my meter.
It won't hurt anything to set the ISO on your camera to whatever speed your using, even if you're using a hand-held light meter. I often do it just so I remember what speed film I am shooting in the event that I forget. However, it also doesn't matter if you're shooting 800 speed film and accidentally leave your camera's dial to say 400 ISO...that is, if you're not using the built-in meter and instead are using a hand-held one. If you were relaying the on the one in-camera and forgot to change the ISO setting you'd wind up with over or underexposed images.
If you think about it, it's not that confusing, it actually makes sense. By choosing your film, you already picked your ISO, now you just need to either set that same iso on the piece of equipment that you're using to meter (either the camera if you're using it's meter, or your hand-held device). Point is: if you aren't using your camera's built-in meter to figure out your exposures, setting the proper ISO on your camera doesn't matter one bit. Piece of cake!