BNCs you will likely find on more 'pro-grade' gear. This has nothing to do with sound, it has to do with morons in the world.
You see, BNC connections lock onto equipment, so once the connector is in place, a little tug on it won't allow the connector to come off. This is especially important in a pro environment where cables may be laid across the ground and not tucked away behind equipment racks or walls. It is also valuable when you have 100+ cables going into a Middle Atlantic rack and when a service tech puts his arm inside to mess with one cable, he doesn't want to worry about another cable coming loose or falling off.
If possible, it is always best to use the native ends of the connection type you plan to use. BNC on one end, RCA on the other - then get that type of cable. Most often, you will find your world dominated by RCA - RCA connectors.
As for your other dilema... I can't help really. But, I would ask why you wouldn't just use the digital output from the CD player to your preamp? Let the preamp to the DAC work for you unless you specifically need analog for some reason, that is what I would do.