It depends, if you want to up your weight for deadlifts and squats, you should buy in pairs, but you could also use a weighted vest in addition to dumbbells to add weight instead.
I would think you need a pair of 35's, but what do you think you'll need for 1 armed rows? If it's 40, just buy 1 40, then if you want to increase your weights for leg work, you could always buy the second 40 pounder. I stopped buying at 35's, I may consider buying 1 40 pound, but I'm not going to get too hung up on doing everything to the absolute max, if there are a couple of exercises I am a little light on, so be it, those dumbbells get very pricey in the higher weights, and outside of STS I just don't use that kind of weight, I rarely even use the 30's and 35's outside of STS workouts.