Between TAM and Gol I usually just pick the cheapest, which recently has been TAM. You can also collect miles on Oneworld (TAM) or some airlines in SkyTeam (Gol).
Both airlines allow you to get on an earlier flight if you turn up early at the airport (up to 6h ahead Gol allows you to do it remotely via their app). However, miss your flight and you're looking at thousands U$300+ for a new flight...
No special tips regarding SDU or CGH. They're compact, easy to navigate, and never have ling security lines.