I have always used coax. Have heard bad things about toslink, most companies don't even have that option. Good luck. BTW use coax that is true 75ohm.
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Toslink isn't even hi-fi let alone high end. I'd rate the connection quality at follows. (I have all three connected between my Sonic Frontiers SFT-1 and SFD2MkII AEU/SBU - definitely the best. Improved sound stage and harmonic details Coax - Not bad but losses to the balanced clearly ST AT&T optical (don't confuse this with TOSLINK- it has a different receiver and physical connection) OK but when compared to the balanced the sound stage colapsed. Unfortunately many home theater receivers us TOSLINK connections as their primary interconnect method. It needs to be avoided because of its restricted bandwidth.