There shouldn't be any difference at all between the two, it basically comes down to how your components are layed out.
Their weaknesses are usually irrelevant if you use decent quality cable, but Coaxial cable may pick up some interference on longer runs, while optical may develop "jitter" errors if it is bent or coiled too tightly but is immune to electromagnetic interference.
Generally you want to use coaxial cable for shorter runs unless you have a lot of interference. You'd use optical cable for longer runs that don't have any sharp corners.
I don't believe that coax cable would sound "warmer" than optical or vice versa. Because the data is being transmitted digitally, the 1's and 0's either get to their destination or they don't - they don't pick up any additional properties along the way. If you experience signal degredation due to interference or optical jitter, it will sound like skips or "pops" or "blips" in the audio.