Are you referring to
http://www.lumex.com/de/products/detail/2835_package

Those are SMD (surface mount devices).

The feature is that it is 2.8mm x 3.5mm in size. The 2835 vs. 3528 may just be someones name for the same thing, but generally would refer to the width and length of the surface mount component with respect to the terminals on the ends -- these can be on the "short" ends or the "long" ends. As far as light output, efficiency, etc, nothing is spec'd. In general, larger LEDs will put out more light than smaller ones, but the amount varies with manufacturer, model, and color.

Thanks attofarad, it is kind of you to give me so detailed information. I guess the 2835 is better than 3528,right?

No, they are the same, each is 2.8mm x 3.5mm. Unless you have other specs to go by, such as lumens, watts, CRI, etc.