Usual rule in retail is that you buy a belt 2 inches longer than your waist size to allow for the the belt to buckle properly and slide through the keeper, since a 36 belt is 36 inches long. However, there's been discussion on here before about this -- as I recall, some guys liked buying the same size.
That is normally what I have gone by, but I've found a lot of companies will now have "belt sizes." So if you wear a 36" waist, they will make a 38" belt, but call it a size 36. In my current belts, I have sizes 34 to 40 and they all fit about the same. I did remember someone talking about this a while ago, but I forgot what was said and I couldn't find it when I searched.