What version of FreeNAS are you running, and what is the rest of the hardware? It is particularly impossible to say without knowing the kind of 10G NIC you have. That said, my preference is short range fiber (SX). That way you can put a supported SFP+ on each side, and fiber patch cables are easy to run through cable management, etc. If it is short range, you can use a Twinax/DAC cable, but that can sometimes be challenging to find one that both sides like.