Depends if you want the shortest path, clean transparent sound to preserve all transients and phase. Or if you want some analog dirt and smear to add harmonics and color the sound.
Extra circuitry increases noise and distortion. That includes balancing circuitry - so in theory unbalanced line level direct into an A/D converter is your cleanest option (if digital is not an option). However - if you have long cable runs then you probably need balanced line level for some noise rejection.
A DI box drops line down to mic level, which forces you to use a mic preamp. This is all extra circuitry and extra noise - BUT - if you want the full color of a nice transformer preamp such as API, Neve etc, this is the way to get it. You can boost gain to hit the transformer hard and saturate it.
Most Instrument inputs on a mic preamp bypass the input transformer - so if you want a cleaner sound, don't use a DI and go direct into the Instrument input. There isn't a lot of difference between instrument and unbalanced line level, so if your A/D can be calibrated for unbalanced line level you can probably remove the preamp entirely for cleanest shortest path.
Try both ways - some sounds suit clean, some suit dirty. I think digital synths can benefit from lots of analog transformer love.