Change A record or CNAME when pointing subdomain to outside server?

I am setting up software.mysite.com which will redirect to www.softwareco.com. They have recommended a CNAME which I've done, but it seems to take a while to resolve. Also, is this the best method for SEO purposes. I have a similar setup with another company, but they had me do an A record in my DNS Zone and point to a specific IP.

Any help is appreciated.

 

I would use an A record myself. I was taught that CNAMES weren't good for the server.