My heating system has a maximum capacity of 3000 W. Is it better
to buy a 3000 W thermostat or a model with a higher capacity?

Sinopé triac line thermostats are designed with a safety margin that enables them to support the maximum load indicated without risk. Therefore, it’s perfectly safe to choose a 3000 W thermostat if your heating system has a 3000 W capacity, or a 4000 W thermostat if your heating system has a 4000 W capacity.