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I have a question about terrain. For what terrain does one use the Size system, and when not ?

I've seen lots of different variants played. I've seen only Area Terrain uses the Size system, everything else is pure LOS; I've seen everything is LOS and the opposite: everything uses the size system.
So what is the correct way to play ?

The rulebook is not perfectly clear, but pretty darn clear. Page 21 (IIRC) has a picture/diagram showing some area terrain and a building with sizes. This is the only reference in the book to any terrain other than area terrain having a size. The LOS rules specify that you use actual model's eye view to determine LOS, and that the only time you don't use this is when shooting over area terrain or an ongoing assault. Which seems to clearly indicate that only area terrain needs a size.

My problem is when the area terrain (like big buildings) has walls and stuff, so that although the units are in size 3 area terrain they "magically" can shoot at size two models through a wall, because MEV doesnt matter at all with area terrain, and so because units in size three become size three, they can shoot size 2 models right through Area terrained walls.

(I've heardthis argument, I don't know how people get through line of sight rules, but hell its happened in our shop).

But you should only use size categories for area terrain.

Ok, thanks.

The problem with shooting through a wall in an Area Terrain building was always a problem with woods in previous editions as well. From the actual position of the guy with the lascannon, one of the model trees might be blocking his view.

You just have to accept that it's an abstraction. And bear it in mind when modeling future buildings- make lots of windows and shell holes!

Page 17 of the rules (the section called "Area Terrain) is rather clear: hills, walls, buildings and any other terrain piece that represents exactly what it is on the table top is regular terrain and would therefore not get a size category (since no rules allow you to do so).

Any piece of terrain that is mounted on a base and is supposed to represent something physically that the model actually doesn't (such as a forest base. . .it should really have so many tree models based on it that you wouldn't be able to move models inside it very easily) can be categorized as Area Terrain.

As page 17 describes, the size categor applied to Area terrain is an abstaction designed to help represent that Area Terrain is actually bigger/thicker/denser than the physical model of the terrain actually appears.