For upgrade to vCenter upgrade 4, I need that all my ESX have ESX 3.5 update 4?
no, you don't need to be at U4 for ESX in order to go to U4 for vCenter. The upgrade path should always be your vCenter Host first, then ESX and finally your guest tools.
One thing to note: EXX 3.5.0U4 will require an update to all your guest tools. So all your VM's will be "out of date". Not a big deal, but something to think about.
What do you mean when you say "out of date"? Do you mean that the clocks in the VM's are wrong? Doesn't it syncronize with a NTP server?
"out of date" refers to your VMware Guest tools, going from U3 to U4 will require an update to the tools.
http://www.vmware.com/support/vi3/doc/vi3_esx35u4_rel_notes.html