What to download

So, I’ve been downloading the Citra files and replaced the older ones.
But I’m wondering if I need to download every build that comes out or if the latest will suffice.
Are all the files the same from the previous download except the changed file?

To avoid potential issues with nightly builds you should delete everything in the folder and bring down a fresh copy. Bleeding Edge automatically will apply updates for you, if you wish to go that route.