CD-R, all the way.
I'm not gonna waste time constantly rebuilding playlists on the same CDs. I get my ideal track list built, burn it, then that's my one CD for that playthrough. If I come up with another one, I'll burn another CD. Music sets an emotional tone for situations; I have a lot of good memories that I can relive just by playing the CDs I listened to on repeat around that time.
If being thrifty is your game, then the CD-RW is a better choice. Yeah, it's more expensive, but you only need one. You just rebuild your playlist anytime you want something different. Unlike CD-Rs, which require a new disc for every single playlist. That cost adds up over time.
But that's all inconsequential, as burning CDs was only efficient 20 years ago. There are much better ways to transfer and listen to music nowadays. Heck, MP3 players pretty much replaced CDs as a better way to listen to music on the go, and those are outdated now too.
Nowadays, If I want music on the go, I either copy a few albums to my smartphone, or connect to Plex and stream them from my home computer.