0.004", which is actually what JE recommends, will work just fine. .0035" will be fine if you are taking the measurement on the coated skirt. I've run those JE pistons as tight as 0.0025" with no issues upon dis-assembly inspection after about 30,000 miles.

It's not a bad idea to build the engine with respect to possible future mods, within reason. I wouldn't try to build it super tight unless there's a good reason to. It would be nice to have the extra clearance if you decide to go hog wild on the boost or nitrous in the future. Just food for thought. Good luck with your build!