dvi is capable of carrying audio as well provided your video card supports it.
honestly which you pick depends on what you are hooking up. if you have a monitor with dvi then use dvi. if you have a tv with hdmi use hdmi. you could use dvi->hdmi cable but there really isnt any point to that. if you have a monitor with both connectors and a video card with both connections i would use dvi for the locking connector.. but its completely up to you.