CD-R has a much wider range of compatibility than CD-RW, so if you're looking to play music you'll probably want to go with CD-R.
And as for data, I wouldn't use a CD at all. Optical Media is absolute shit for data preservation and those early claims of lasting thousands of years are highly exaggerated, the backing on the CDs (and DVDs) lasts for a few decades at most.
If you insist on optical data backups you'll want archival grade discs that are made of glass instead of plastic and don't use glue on foil for the backing but even those are projected to last hundreds of years at most, and they're not cheap.