We consider the optimum depth of a cluster survey selected using the Sunyaev-Zeldovich effect. By using simple models for the evolution of the cluster mass function and detailed modeling for a variety of observational techniques, we show that the optimum survey yield is achieved when the average size of the clusters selected is close to the size of the telescope beam. For a total power measurement, we compute the optimum noise threshold per beam as a function of the beam size and then discuss how our results can be used in more general situations. As a by-product we gain some insight into what is the most advantageous instrumental set-up. In the case of beam switching observations one is not severely limited if one manages to set the noise threshold close to the point which corresponds to the optimum yield. By defining a particular reference configuration, we show how our results can be applied to interferometer observations. Considering a variety of alternative scenarios, we discuss how robust our conclusions are to modifications in the cluster model and cosmological parameters. The precise optimum is particularly sensitive to the amplitude of fluctuations and the profile of the gas in the cluster.