My Pioneer DVD payer has both optical & coax, I choose optical (toslink) because it electrically decouples the dvd player from my receiver (for whatever that worth). But the optical cable (AR) was more expensive than the AR coax. I did see a cheaper optical cable at Best Buy for $14, but didn't go for it, because I didn't know if my 2 year old pioneer dvd player would still pump out light, wanted to give it the best chance.
Now my point: since we're dealing with a digital signal here, either coax or optical will work the same. Furthermore, the cheapest cable will work the same as the most expensive (monster at $60, for example). Either the 1's and 0's of digital are there, or they are not. Either the signal is perfect, or its corrupt. But its not the same as an analog signal, which can be partially degraded by noise, poor interconnect cable quality, etc. So go buy the cheapest coax!
Another point: speaker wire. As long as you use a sufficient guage, say 16, and real copper, then you can't improve the signal (and sound). But the cheapest wire. Copper is copper. I would say forget about capacitive/inductive effects, which are frequency dependent (more pronounced at higher frequencies). The speaker itself will present a far more capacitive/inductive load, and any such effects in the wire will be negligible. As long as you use a sufficient guage (16 - 18), you can not do better. Forget monster, forget speaker wire as a transmission line (the frequencies are too low < 20khz).
Any use digital interconnects whenever possible.