I have tried both. With my Denon 3805 and 2910, i found the optical considerably better as the surround was wider compared to more forward with coaxial. Just what i heard. And I agree, the optical cable is a better connection. it does not come out unless you really pull it out. It "clicks" in, it does not just push in like a coaxial cable, therefore the suggestion that coaxial is a better connection is false..
I have a Monster optical cable (very good, but bought before I was educated) and tried the Bluejean optical cable.
I did not notice any difference on the cable box between the two but did notice a difference with my DVD player.