This is a tough question because in either case you typically do not know enough about how the system is built to make an informed decision. Unless someone like David Rich has reviewed the component and analyzed the design and schematic, we are pretty much guessing. It needs to be pointed out that regardless of what else is done prior to the analog output stage, it is this circuit that can either make or break the design.
In theory you'd expect a single box design to yield better results just because the designer has total control over the entire system. So in the CD player case, I'd consider any of: Rega Apollo, Rotel RCD1072, Cambridge Audio xxx, and NAD C542. Rotel has such a long history of making good solid CD players I would give it the nod. Plus, it's generally accepted that the PMD100/PMD200 HDCD digital filters are very good.
In the 2-box case you can accept that any reasonable transport is good enough and have control over allocating a larger portion of your budget on the DAC and analog output section. In this case I'd consider any Pioneer DVD player that passes 24/96KHz to its digital output plus the Benchmark DAC 1. I'm a believer that pro audio gear is typically built to a higher standard, so I'm assuming that the analog output of the DAC 1 is quite good.