I use my 5wt when I'm down in SE Minnesota, but thats what I'm most comfortable with, throwing bigger dry flies and using a strike indicator for nymphing.
You should be alright with either a 3 or 4 or 5 wt. I'm actually contemplating whether to get a 3 wt and bring that down there, so you should be good with either of your choices. I think throwing some of the smaller caddis and dry flies like 16 and smaller would be better with a 3 or 4 wt.