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?
It depends. If you have another bike for which one size is also suitable, get that one. If you're on the limits of your rims with these tyres and could only go one way with your next set, get the tube that would fit those. My previous tyres were 35s and I knew I would probably replace them with something a little thinner so I made sure to get the --35 size target than the 35--.
Tubes are amazingly forgiving. The bike I got recently to fix up turned out to have a 24" tube on a 26" wheel, and it held.