BNC or Toslink??

I recently picked up a cd player that has the option of using either a BNC connection or Toslink. My dac has both connections also. Which is the better connection? Any thoughts would be appreciated.
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Depends on your gear. The newer chips are more immune to jitter so using toslink is not a bad thing anymore. A direct comparison of a cheap glass toslink and a zu coax showed differences which were subtle at best, toslink a bit smoother and the coax a tiny bit more dynamic. If you keep the cable under 3ft, you may never notice a difference.
If your DAC is upsampling/jitter rejecting then it doesn't matter. Toslink is worst (slow) and if you have to use it get glass one. Coax should be impedance matched and as sombody suggested optimal at 1.5m (reflections least interfere).

Toslink might help you if you experience ground loops.
I appreciate all of the suggestions. I currently use a toslink, I think I will try the BNC connection.