It may vary based on provider and area. When I had DSL and cable HSI at the same time, it seemed cable had lower ping times to most places.
You may wish to investigate to see if PPPoE (if you are using it for your DSL) has any effect on gaming. Some in the Comcast HSI forum report very low ping times, others very high to the same sites. I'd suspect the same thing is true of DSL users across the nation.
If you currently have both services, test them out. In my particular case, cable was a bit better than DSL as my VOIP provider pings were reliably faster on cable. To me less delay on a VOIP connection meant a better solution to my problem. -- "People demand freedom of speech as a compensation for the freedom of thought which they seldom use."
I will reiterate as others have done - it will depend. I use DSL but TW is *very* inconsistent in my area. I use DSL without PPPoE and 1.5 meg down - 384 up and have no issues - even being just over 12K feet from the CO.
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