I'm most often in between sizes these days with the newer models, and have struggled with this question an awful lot. I think Bill's advice above is generally spot-on, but will add a few anecdotes of my own, as possible other things to think about.
1) Sometimes another legacy bike model (or combination of legacy & current models) might be a better solution, if you can be patient. When I first discovered Rivendell, I wanting an Atlantis which comes in enough sizes that one of them "should" have fit. But I fell at that one big gap between the 58 and 61, and even those didn't fit perfect, so I never got comfortable enough to order one. I eventually bought a 60 Ram which did fit perfectly, but was strictly a road bike and didn't do everything I wanted/needed. Then one day, I found a used 60 all-rounder that was even more off-roady than the Atlantis. The two bikes combined do everything I would have asked of the Atlantis, but fit better and cost less even combined.
2) Similarly, sizes of some models have changed over the years, and one in your size might have actually been made at one point. A 56 Sam might be an example in my case. Again, if you're patient and diligent, you'll get the chance.
3) Conversely, some models may change yet still, and eventually come in your size if you wait long enough. In my case, it looks like the Hunq is going to finally be offered in my size - a 56, which is great. There's no guarantee things will go this way though and, as with the Hunq and the concurrent switch from 650b from 700c, it may come with other changes that you DON'T want.
4) I don't think there are too many scenarios when I would suggest going with a too-small bike, because it affects your comfort so much. But going slightly "too big" can possibly work satisfactorily- as long as you can at least straddle the top tube. I faced this decision with the Clem. I got the slightly-too-big 59 instead of the way-too-small 52. I do agree that it's not worth buying something that doesn't fit right but, in this case, it was inexpensive enough at the early-adopter price to take a chance. As it turns out, it is indeed too big to use it the way i wanted (off road, trails, stop-and-go towny), but it actually makes a pretty nice long-distance roadish / paved touring bike, with a bit different tires and equipment setup than I planned.