What is the best compression in support stockings to wear after sclerotherapy? 20-30 or 30-40?

I agree, 30-40mm Hg compression hose are incredibly hard to get on and off, and are usually overkill for the vast majority of patients.  I almost always recommend 20-30mm Hg compression hose after vein procedures.

As previously mentioned by a colleague above, medical literature solidly shows that the results of sclerotherapy are improved if the patient wears compression stockings in a compliant fashion. 
There is a wide variety of options available and it can be over whelming which is why most clinics do provide a fitting service. In which they can help you navigate the best style and brand along with ensuring it is the correct size. The most important variable however is strength of compression. 
Following varicose veins procedures such as Endovenous Laser Ablation, Radio Frequency Ablation and Ultrasound Guided Sclerotherapy I advocate the use of Class 2 30 mmHg strength stockings. These are almost always thigh high to ensure compression on the entire leg. 
For direct vision or microsclerotherapy on spider veins or reticular veins our clinic still predominately uses 20-30 mmHg however we have the option of knee high stockings and less firm 15-20 mmHg strength for small areas of treatment. 
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The medical literature is very clear that the use of compression stockings will improve the results of sclerotherapy, so they should absolutely be worn. We rarely use 30-40 mmHg strength, unless the patient has very severe chronic venous disease. The 20-30 mmHg strength is our choice after varicose vein procedures such as laser ablation or laser closure. For sclerotherapy for spider veins, we use the 15-20 mmHg strength, although patients are welcome to use the 20-30 mmHg strength if they already have them or prefer the higher level of compression. Anything below the 15-20 mmHg level will not provide adequate compression.