I make the choice based on the number of open slots - if you can, avoid using the last slot. The reason is that some devices offer optical, some coax, and some both. So if you have a device that offers both and you have 3 open optical and 1 open coax inputs on your receiver or pre/pro, I would advise choosing optical.
Of course, you could always juggle around the cables if you ran into a problem, but it would be nice to avoid the hassle.
Bill