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Both media work (I have personally had success with both). The advantage, to my mind at least, of USB is that if it's corrupt you can just format and have another go or stick it on to another flash drive. The problem is that there have been some issues with UEFI (so you may want to read up on that).

I would recommend asking more specific questions about the failure during the boot process though. This would allow us to help you get a session running.