Reply to RCA or 1/4" JACK?

Hi

Can someone tell me which one is best to use during a setup? Why and what are the benefits?

I never considered looking into this since I'm no audio-geek yet.

Should I use an RCA or a 1/4 Jack?
I've always been using the 1/4" connecting it usually to a channel on a Pioneer 800 mixer.

Thanks.