Digital Interconnects - Which one is the BEST ??!!

+1 Baylinor. Between CD transport and DAC - depends on which is available. I would use I2S over AES, AES over Coax, and avoid optical if possible. 

Between analog output from CD player to DAC choices are RCA or XLR. 'Best' depends on wether both devices are truly balanced or not.  

agree with @mesch 

op's question is only productively answered in the specific case, specific gear - generalities not useful

Thank you all.  My take away is this:. My Amp only has one COAX, one BMC.  Along with a few Opticals which I should not use.  My CD drives each have COAX, but no BMC.  So the solution is to purchase 2  COAX cables, one with RCA both ends, one with RCA to BNC.  Cool.  Thanks!

I2S for SACD/DSD playback, Toslink for all things PCM followed by good ‘ole S/PDIF.

@baylinor

+2

I²S 

Coax: 1) BNC, 2) RCA

Forget USB... and... Toslink