If you plan to run games at their native resolutions a digital monitor is better. With analog you have to manually readjust the screen after you switch modes.
I have two cabs, both with analog CRTs. One I disabled native res and just run everything 640x480 because I got tired of always making adjustments. The other is CGA only and I run games at their native resolutions but mainly play games that use the same mode (pacman, ms pacman, galaga, etc.).