You should aim to use the smallest data type that gives you enough range, since it reduces the size of your index array and can help reduce the demand on memory bandwidth.
Note that cogl_indices_type_unsigned_int is only supported if the cogl_feature_id_unsigned_int_indices feature is available. This should always be available on OpenGL but on OpenGL ES it will only be available if the GL_OES_element_index_uint extension is advertized.