Pretty much just pick one and stick with it. There isn't one right or wrong, but to me they all say the same thing.
But if you write for example "Кемпински" and "Кемпинский" - you will se the difference in pronouciation - the first pronounced as a Polish surname.
"-и" and "-ий" pronounced differently: "Юлий" - Julius (Caesar), "Юлии" - Julias's or of Julia.