If the pickups are too close, the magnets will damp the vibration of the strings, reducing your sustain dramatically. It may also pull the strings toward the pickups in a way that makes it impossible to set up the intonation properly.

As a basic 'starting point' setup, fret the high E string at the highest note, and adjust the bridge pickup to sit about 1/16" (1.5 mm) under the string. Then fret the low E string at the highest fret and adjust the bridge pickup to sit about 3/32" (2 mm) below the string. Adjust the rest of yor pickups to be a little further away from the strings, as SLY has described. If you have a 3-screw or 4-screw adjustment, make the face of the pickups parallel with the strings.

If you have new-style, 'hot' humbuckers, you may find that this is a little too close for comfort, and you'll need to back everything away from the strings a little bit. I'm not sure how much pull you can expect from a new set of Synchromatics. You'll need to experiment with them to find out what settings work best.

BTW: A Gretsch!! {drool} :D