What size innertube for 35mm tires? (or: get innertubes on the big side or small side?) If you had 35mm tires (Schwalbe marathon supremes to be specific) would you get innertubes speced as 28-35mm or 35-42mm? Or whichever is cheaper?
Either will work.

Use what your prefer.  Smaller will weigh a bit less and be easier to install.  Larger won't have the tube stretched as much, so hypothetically could survive a puncture better.