There is no "preferred" way, as long as everything is real world size. If it is not real world, then things that have real world measurements in the formula like SSS, don't scale correctly.
Embree does not use double precision, to gain speed.
As such, at some point rays lose their accuracy and rounding errors start to creep in, resulting in light leaks or other pixel errors.
No matter what you do, you should always keep your Scene close to the origin.
If you have a room, use millimeter precision to work on even the smallest of sand grain - details.
But if you jump a kilometer away and still use millimeters, then your walls may start to leak light and other general weirdness.
In this case you should go to Centimeters, with the trade off being, that rendering sand grains becomes unreliable.
Unless you experience light leaks, just stick to what you are used to.
With infinitely small planes making up edges, they too become infinitely small. As such you may, under certain circumstances, experience light leaks, regardless of Unit size. As to properly display them, you would need infinitely precise rays.
Then you can refer to this help article.
