A jet engine is more efficient at colder temperatures so, all else being equal, you would want to climb to the coldest altitude available for the flight. All other things are rarely equal, however. Other considerations are wind, weight and the length of the flight.

I'm not aware of any airliner that can immediately climb to it's maximum cruise altitude immediately after a max weight takeoff. On longer flights you'll typically step climb as your weight decreases.

The DC9's max altitude is FL350. I think that the MD80 can go to either FL370 or FL390 but am not sure.