The 1085/1033 is better in everything except for the price, I gather. Still, in audio applications I think it makes no difference if the LT317/337 is design in right and you are satisfied with 1-1.5A out.
In addition, note that the LT1085 (or the 3A 1083) is COSIDERABLY better than the 1033, especially in line rejection. So if you start from scratch to make a dual supply, built two independent supplies with the 1083 and connect them in series at the load point. This method also works with the LT317 of course. There will be a measurable difference in favor of the 1083, but as Peranders noted, the audibility of it is another question.