If you are a climber working to improve your skills, you can buy them tighter (1/2 -1 size below normal, for example), but it's important they don't hurt, so that your foot can develop mobility, proprioception, and strength.
If you are an advanced climber, we suggest you take the time to try different sizes (1 to 2 sizes below normal) to find the best compromise between comfort and compression for more force when pushing off.