I think either are fine, and the technology is quite stable for both.
I have absolutely no idea if Bluetooth drivers would cause the same kind of massive DPC latency spike that can frequently happen with WiFi, but even if it does, the same solution would work - folks with WiFi on computer that also run Sonar tend to find that turning off the WiFi or disabling it in Device Manager eliminates problematic DPC latency spikes caused by the WiFi adapters/drivers. So, IF that is an issue, just do that right before you launch Sonar, then after finishing your Sonar session, turn it back on or enable it again.
Again, either would/should work fine. I use WiFi for mine, because I have multiple computers accessing the same printer, and just never bothered to look into Bluetooth.
Bob Bone