You can use the regular copper ports or the SFP's (which could be fiber or copper depending on the GBICs you insert into them). Stay away from CWDM, and most GBIC suppliers these days will give you some level of compatibility to the device you are looking to use it in. Don't even consider messing with the SFP ports unless you think you will push the port density usage of either switch, or the two switches are more than 300 feet apart from each other (standard limit of quality on a copper Ethernet link). To do so (use a fiber path) when these needs aren't present is to spend money and time working with a portion of the network configuration that is useless for you to pursue. Fiber is less-forgiving than copper, costs more, and has more working parts involved that could break and cause you to have a frowny-face.
Do you want a fast connection between the switches? Yes. Do you need more than one Gbps between the two switches? Depends on what the largest amount of traffic you expect to transmit across them at any given time. If it comes to about %75 or more (750Mbps) or you wish to have fault-tolerance between the switches, then it's a good idea to have two links configured as LACP so that they appear as a single 2Gbps highly-available path.