What's better out from CD player: coax or optical?

I own a Denon 5910 DVD player, and use the HDMI out to the Plasma, and the Denonlink to the Denon 4806 receiver. i also own a Denon 3910 DVD player as a spare.
I would use the optical if the vido system is otherwise separate from the two channel system. As then the two systems remain fully electrically isolated. Especially if you have cable TV. The cable from the provider is notorious for having grunge in it's signal and that gets into everything in the video system through the wiring. So having an optical connection will clearly stop that from happening.
If You choose optical. Buy a glass fiber optical from a medical supply store that sells them for digital imaging machines. The cable will be of the finst grade optical fiber, and connectors, and be way cheaper than from an audio firm. (the only downside is shipping may be much more, like $17, depending on the company)
uniqueproductsonline.com is where i bought mine, It was recommended by another user over at AudioAsylum. I bought like eight cables! so I will never run out! They run from $20 to $40 each there. (no affiliation)
I also use them between my Sony SCD555ES and my DAC.

Try them both and let your ears tell you.

The main difference is coax has a higher bandwidth. But they are both very high and you probably won't notice the difference.

Coax lows - optical highs

there is a greater variety of coax digital cables than toslink, which should increase the probability of finding one which will do a better job than a toslink.

i believe it also depends upon the particular dac and transport. i have always preferred coax