Whether you use a digital (coax/optical) or analogue (RCA) connection isn't going to make any real difference. If you use the former you will be using the CD6005 as a transport and leaving all the digital to analogue conversion to the amp. If you use the latter, the digital to analogue conversion will take place in the CD6005. The DAC in both units is the same one.
As for interconnects, unless you want to waste money on pursuing some sort of magical properties as I have at various times, stick to the basic ones. That's what I'm doing now and it is working a treat for me and my system, which in quality is an equivalent set-up to the Marantz units you have.