CD-R since it’s better for compatibility and I actually had issues with RW in the past where I could only burn a CD once and not be able to rewrite on it. I was burning them as audio CDs for car use at the time.
Nowadays? Rip ‘em and slap them onto an external drive (maybe even onto the cloud if you wanna go that far), then toss out or donate the CD so you don’t have to lug that shit around. I’d rather buy the vinyl if it’s an album I really like.