The Apollo's got a great synergy with Bryston. I owned one (now own the Rega DAC) and used it with my B60. It's also a very good transport.
The BDA-1 is quite a bit better than the Apollo. It'll give you a more refined cleaner and polished sound, while expanding the soundstage in every direction.
With my old DAC (Theta Cobalt), I found the coax output better than optical. Could have been the DAC and/or the cable, but it was appreciably better.
Don't get carried away with cables yet IMO. They definitely make a difference to my ears, but the best way to get to know what differences cables make is to be intimately familiar with the gear first. I'm talking about comparing same types of cables, not coax vs optical and RCA vs XLR.
I'd start out with whatever you've got, get to know the components, then tweak from there. Components always come first to me. Cables have proven to be a fine tuning thing rather than a component in their own right, at least to my ears.