The lesser of two evils should be the 6-to-8 cable since the 8 pins connector still has only three 12V wires while the "molex" one is much worse since it would have only two assuming you feed both plugs from different cables from the PSU.
If your PSU does not have 8-pins (or 6+2) included though, there is a high probability it does not have adequate rating or quality to handle medium-high power GPUs.