Road, technically, at least in the context of having enough of it to transport cargo. I.e. not neighborhood streets. On a raw mile-per-mile basis, it's cheaper to build railways.

I’m curious about rail transporting everything as was the case in the 1800s

This was the case because in the 1800's no one had successfully invented rubber tires, or more importantly from a functional standpoint no one had come up with a good way to make powered vehicles climb inclines. Trains are still famously bad at this because they all run on metal-on-metal wheels and rails. Rubber tires afford grip to allow cars and importantly trucks to go up hills. (In America, a large part of encompassing the continent with rails during that Wild West era was dealing with the three giant arrays of mountains in the way: The Appalachians, the Rockies, and the Sierras/Cascades. This required an immense amount of effort in tunneling and building bridges to enable trains to cross these areas.)

Roads don't have this problem nearly as much. Therefore the cost/benefit ratio is quite different on relatively flat ground versus having to overcome valleys and mountains. Roads also have the advantage of being significantly more versatile than rails. Traffic control of multiple entities going to a wide array of different destinations is way easier on roads, and roads can theoretically be accessed by just about any vehicle e.g. in the case of an emergency. This is not the case with rail, which is compatible with only one type of vehicle which can't steer or go around obstacles and is incredibly difficult to even put on said rails on short notice in the first place.

Anyway:

A mile of modern road costs roughly between $5m and $6m depending on where you build it. Surprisingly, the width of said road doesn't change the cost that much since the majority of the cost is in fact labor, and not materials, and the difference in clearing, say, a 24 foot wide patch of land versus a 48 foot patch of land is usually pretty trivial when you compare that to the length of the land you'll have to clear while you're at it.

A mile of double track rail (i.e. roughly analogous with a normal highway in that traffic can travel in both directions) costs between about $2.2m and $3m. There's a handy chart here, including rough maintenance costs as well. However, I strongly suspect this does not include the cost of boring tunnels through miles of mountains, or having to build a bridge span a quarter of a mile high that's capable of supporting a freight train...