I am running HO trains and need new wheel sets. I see 33" and 36", which one is correct for my HO cars?
That depends on the car. For the most part, 30- 50- and 70-ton cars have 33" wheels, while 90-ton and up have 36". Passenger cars and cabooses also commonly have 36".
it depends also on the era you’re modeling - modern container cars (well cars, double-stacks) can have wheel tread diameters as small as 28", and there are other variations…
You may also want to consider what kind of wheelsets you want - turned nickel-silver with metal axles, Kadee sintered metal (nylon axles), Proto 2K (cast wheels w/ plastic axles), Intermountain, etc., etc. You will get opinions on that all over the spectrum of modelers. I, for instance, prefer Reboxx nickel-silver with the narrow (0.088") tread. They run well and look better than standard-width (0.110") tread.
Have fun!