When completing a W-9 as a sole proprietor, is it better to use my social security number (SSN) or employee identification number (EEN)?

I'm beginning a small business as a sole proprietor this year. When completing a W-9 as a sole proprietor, is it better to use my social security number (SSN) or employee identification number (EEN) for the Taxpayer Identification Number in Part I? Is there an advantage for tax purposes (I imagine not using your SSN helps with potential identity theft) of using one over the other? Will using my EEN cause issues if I don't have it linked to my bank accounts?

Thanks.