If you have internet access then the extra cd’s are not really necessary. I would always say DVD as it has some features like recovery/repair that the cd does not.
Once installed though, if you are online, adding packages etc is no problem, regardless of what media you install with.
The community spin of kde4.2.2 is well spoken of and if you want kde4 it’s an idea
If you have a good solid broadband connection try using the network installation. You have to download and burn a small CD from which to boot and after that take a few minutes getting things started by selecting your partition setup and preferences. You can then relax for an hour or so. I have done four such installations recently on various machines including a laptop. All went perfectly. After initial installation you have to spend some time doing updates but you need that with DVD installation too. Do the KDE upgrade last.