There are subtle differences between each of the codecs that are recorded and the best codec is the one suited to your particular production. This may be related to turn around time, storage capacity and post production capability.
Apple ProRes and AVID DNxHD provide the benefit of a complete video file contain with audio embedded. These offer varying levels of compression that result in different file sizes. ProRes codecs are all 10-bit 422 as is DNxHD 220x but lower bit rate DNxHD codecs are 8-bit 422 architectures. CDNG is a 12-bit 444 image sequence that records each frame as an individual image file per frame, this would mean you have have 24 files per second when shooting at 24p. These are stored in a file structure containing the image sequence and a separate audio file. CDNG is particularly useful when working in VFX or color grading environments but due to its increased file size and data rate you need to ensure you have adequate compute and storage to support your workflow. For most applications ProRes or DNxHD will provide enough image information and latitude to facilitate an efficient workflow with visually lossless images.