Music on DVD vs CD or SACD - any difference?

Hi, I'm new here and just getting into audio and music (jazz / vocals mostly).

This may be a dumb question but is there any difference in the music quality between different media formats?

Let's say that Diana Krall's "Live in Paris" is available on video DVD (or Blu-ray), CD and SACD. Would the music quality be the same between all formats (assuming 2 ch playback) -- would one be relatively indifferent?

I'd probably pick up the DVD / Blu-ray to get the video aspects of a performance unless the CD / SACD version would be noticeably better.